Oxidative stress has been shown to play a major role in the complex pathophysiological processes leading to organ failure during sepsis. The aim of the present research was to evaluate the effect of different melatonin nanoparticle (NP) carriers in an experimental animal model of sepsis. Poly-D,L-lactide-co-glycolide (PLGA [NP-A]) and polyethylene glycol-co-(poly-D,L-lactide-co-glycolide) (PLGA-PEG [NP-B]) were used to obtain melatonin-loaded nanocarriers (10 mg/kg). Oxidative stress was measured in tissue homogenates by measuring heme oxygenase-1 (HO-1) expression, total thiol groups and lipid hydroperoxides (LOOH). In vitro NPs showed a long lag time followed by a controlled release of melatonin. All the different melatonin formulations restored total thiol group levels to those of controls in all the examined organs, with no significant changes among them. Both melatonin NP formulations significantly decreased LOOH levels when compared with sepsis vehicle animals. The stealth formulation NP-B was able to produce a more significant reduction in LOOH levels in the heart, lung and liver when compared with NP-A. No significant changes were observed between the two NP formulations in the kidney. Interestingly, HO-1 expression was differently affected following treatment with various melatonin formulations. The NP-B formulation was more effective in inducing HO-1 protein compared with free melatonin and NP-A, with the exception of the kidney. Taken together, our results show that melatonin possesses a significant antioxidant activity during sepsis and that it is possible to improve this ability by delivering the compound with specific drug delivery systems.