4-hydroxynonenal (HNE), a lipid peroxidation product, is a promising anti-neoplastic drug due to its remarkable anti-cancer activities. However, this possibility has not been explored, because the delivery of HNE is very challenging as a result of its low solubility and its poor stability. This study intentionally designed a new type of lipid nanocapsules specifically for HNE delivery. They consist of a medium chain triglyceride liquid oil core surrounded by a polymer shell. A β-cyclodextrin-poly(4-acryloylmorpholine) conjugate was selected as the shell component. HNE-loaded nanocapsules were about 350 nm in size with a negative surface charge. They were stable for two years when stored in suspensions at 4 degrees C. In vitro experiments showed that HNE was released from the nanocapsules at a considerable rate. Nanocapsule uptake into cells was evaluated using a fluorescent formulation that revealed rapid internalisation. Cytotoxicity studies demonstrated the safety of the formulation. Enhanced anti-tumoral activity against various cell lines, depending on increased HNE stability, was obtained by using HNE-loaded nanocapsules. In particular, we have demonstrated an increase in anti-proliferative, pro-apoptotic and differentiative activity in several tumour cell lines from different tissues. Moreover, we evaluated the effects of these new nanocapsules on a three-dimensional human reconstructed model of skin melanoma. Interestingly, the encouraging results obtained with topical administration on the epidermal surface could open new perspectives in melanoma treatments.