Delivering active ingredients using biocompatible and biodegradable carriers such as gelatin nanoparticles (GNPs) to the lung constitutes a promising non-invasive route of administration. However, the pulmonary delivery of nanoparticle-based immunotherapy is still a field that requires more clarification. In this study, GNPs loaded with cytosine-phosphate-guanine oligodeoxynucleotides (CpG-ODN)-loaded and plain GNPs were aerosolised either by a conventional pressured metered dose inhaler (pMDI) or by active or passive vibrating-mesh (VM) nebulisers. GNP sizes after nebulisation by active and passive VM nebulisers were 248.2 ± 7.34 and 222.3 ± 1.42 nm, respectively. GNP concentrations after aerosolisation were found consistent and second-stage particle deposition in an impinger was up to 65.68 ± 11.2% of the nebulised dose. VM nebulisers produced high fine particle fractions, while pMDIs did not. Nebulised CpG-ODN-loaded GNPs remained capable to stimulate IL-10 release (225.2 ± 56.3 pg/ml) in vitro from equine alveolar lymphocytes. Thus, a novel system for pulmonary GNP-mediated immunotherapy in vivo was established.