Andrographolide (AG) is a natural diterpene lactone endowed with considerable therapeutic potential for treating numerous diseases, including neurological disorders, but its low aqueous solubility and scarce bioavailability limit its clinical use. To overcome this problem, AG was encapsulated in escinosomes, special nanovesicles made of escin (ESN), a natural saponin, and phosphatidylcholine. Escinosomes loaded with AG had an average size of 164.7 ± 13.30 nm, optimal polydispersity index (0.190 ± 0.0890) and high ζ-potential (−35.4 ± 0.451 mV), and significantly loaded the active substance—the encapsulation efficiency of AG was about 88%. Escinosomes allowed the prolonged release of AG over time, without burst effects—about 85% AG was released after 24 h. Morphological analysis by cryo-transmission electron microscopy showed nanovesicles with a spherical shape, unilamellar and oligolamellar structures, and dimensions in agreement with those measured by dynamic light scattering. In addition, stability studies were performed on AG-loaded escinosomes stored for one month at 4 °C. The pain-relieving efficacy of these nanovesicles was tested in a rat model of oxaliplatin-induced neuropathy. AG-loaded escinosomes, subcutaneously administered, effectively reduced the thermal allodynia characteristic of chemotherapy-induced neuropathy, enhancing and prolonging the effect of the natural compound. Overall, AG-loaded escinosomes were found to be excellent for loading AG, physically and chemically stable for one-month storage, and with controlled-release properties, making the formulation an ideal pharmacological approach for persistent pain treatment.