The purpose of this study was to develop Pickering water-in-oil nano-emulsions only stabilized by Eudragit RL100 nanoparticles (NPs), in order to increase the nano-emulsion stability and create a barrier to improve the drug encapsulation and better control the drug release. The first part of this study was dedicated to investigating the nano-emulsion formulation by ultrasonication and understanding the interfacial behavior and role of NPs in the stabilization of the water/oil interface. The focus was on the surface coverage in the function of the formulation parameters (volume fractions) to disclose the extents and limitations of the process. The main physicochemical analysis of the Pickering nano-emulsions was performed by dynamic light scattering and transmission electron microscopy. On the other hand, the second experimental approach was dedicated to understanding the interfacial behavior of the Eudragit RL100 NPs toward a model water/oil interface, using a dynamic tensiometer with axisymmetric drop shape analysis. The study investigated the NPs’ adsorption, as well as their rheological behavior. The aim of this part was to reveal the main phenomena that govern the interactions between NPs and the interface in order to understand the origin of Pickering nano-emulsions’ stability. The last part of the study was concerned with the stability and in vitro release of a model encapsulated drug (ketoprofen) in a gastric and simulated intestinal environment. The results showed that Pickering nano-emulsions significantly improved the resistance to gastric pH, inducing a significantly slower drug release compared to classical nano-emulsions’ stabilized surfactants. These Pickering nano-emulsions appear as a promising technology to modify the delivery of a therapeutic agent, in the function of the pH, and can be, for instance, applied to the oral drug delivery of poorly soluble drugs.