The aim of this work was to develop polymeric nanocapsules intended for the pulmonary delivery of beclomethasone dipropionate using ethyl cellulose or poly(ε-caprolactone). The formulations showed adequate physicochemical characteristics, namely, average diameter lower than 260 nm, low polydispersity index (< 0.2), negative zeta potential, neutral pH values, and encapsulation efficiencies close to 100%. The thermal analysis by DSC suggested that beclomethasone dipropionate encapsulated in the nanocapsules was in an amorphous state. In addition, both ethyl cellulose and poly(ε-caprolactone) nanocapsules were able to delay the drug photodegradation under UVC radiation. The in vitro drug release showed a prolonged release without burst effect using the dialysis bag diffusion technique. Moreover, ethyl cellulose and poly(ε-caprolactone) nanocapsules presented low in vitro cytotoxicity on 3T3 fibroblasts cells. In vivo, the formulations showed no acute pulmonary injury in rats. Therefore, the developed nanocapsules could be considered suitable carriers to be used for beclomethasone dipropionate pulmonary delivery.