Clinical applications of oral protein therapy for the treatment of various chronic diseases are limited due to the harsh conditions encounter the proteins during their journey in the Gastrointestinal Tract. Although nanotechnology forms a platform for the development of oral protein formulations, obtaining physiochemically stable formulations able to deliver active proteins is still challenging because of harsh preparation conditions. This study proposes the use of poly (D, L-lactic-co-caprolactone)-based polymeric nanocapsules at different monomers' ratios for protein loading and oral delivery. All formulations had a spherical shape and nano-scale size, and lysozyme encapsulation efficiency reached 80% and significantly affected by monomers' ratio. Trehalose and physical state of lysozyme had a significant effect on its biological activity (P < 0.05). Less than 10% of the protein was released in simulated gastric fluid, and 73% was the highest recorded accumulative release percentage in simulated intestinal fluid (SIF) over 24 h. The higher caprolactone content, the higher encapsulation efficiency (EE) and the lower SIF release recorded. Therefore, the formulation factors were optimised and the obtained system was PEGylated wisely to attain EE 80%, 81% SIF release within 24 h, and 98% lysozyme biological activity. The optimum formulation was prepared to deliver DNase, and similar attributes were obtained.