Over the past years, organoselenium compounds have been aimed as targets of interest in organic synthesis. Diphenyl diselenide [(PhSe)2] is an important example of this class showing several pharmacological properties. However, the poor water-solubility and its low oral bioavailability may be considered an obstruction for the clinical utility of this compound. For this reason, the use of nanocapsules is a prominent approach to increase the bioavailability of lipophylic molecules. This study aims to prepare diphenyl diselenide-loaded nanocapsules with two different concentrations, by interfacial deposition of the preformed polymer in order to develop a system to improve its oral bioavailability. The drug-loaded nanocapsules with 1.56 and 5 mg ml−1 and unloaded nanocapsule suspensions presented macroscopic homogeneous aspect, as well as submicronic sizes, low polydispersity, negative zeta potentials and slightly acid or neutral pH values. The biological tests of selenium distribution in different tissues of mice show a higher bioavailability of the (PhSe)2 nanocapsules when compared with the free (PhSe)2, both administered by per oral route at the dose of 50 mg/kg, showing a prominent influence of the nanocarries systems for biological properties of this organochalcogenium compound.