The 15-deoxy-(Δ12,14)-PG J(2) (15d-PGJ(2)) has demonstrated excellent anti-inflammatory results in different experimental models. It can be used with a polymeric nanostructure system for modified drug release, which can change the therapeutic properties of the active principle, leading to increased stability and slower/prolonged release. The aim of the current study was to test a nanotechnological formulation as a carrier for 15d-PGJ(2), and to investigate the immunomodulatory effects of this formulation in a mouse periodontitis model. Poly (D,L-lactide-coglycolide) nanocapsules (NC) were used to encapsulate 15d-PGJ(2). BALB/c mice were infected on days 0, 2, and 4 with Aggregatibacter actinomycetemcomitans and divided into groups (n = 5) that were treated daily during 15 d with 1, 3, or 10 μg/kg 15d-PGJ(2)-NC. The animals were sacrificed, the submandibular lymph nodes were removed for FACS analysis, and the jaws were analyzed for bone resorption by morphometry. Immunoinflammatory markers in the gingival tissue were analyzed by reverse transcriptase-quantitative PCR, Western blotting, or ELISA. Infected animals treated with the 15d-PGJ(2)-NC presented lower bone resorption than infected animals without treatment (p < 0.05). Furthermore, infected animals treated with 10 μg/kg 15d-PGJ(2)-NC had a reduction of CD4(+)CD25(+)FOXP3(+) cells and CD4/CD8 ratio in the submandibular lymph node (p < 0.05). Moreover, CD55 was upregulated, whereas RANKL was downregulated in the gingival tissue of the 10 μg/kg treated group (p < 0.05). Several proinflammatory cytokines were decreased in the group treated with 10 μg/kg 15d-PGJ(2)-NC, and high amounts of 15d-PGJ(2) were observed in the gingiva. In conclusion, the 15d-PGJ(2)-NC formulation presented immunomodulatory effects, decreasing bone resorption and inflammatory responses in a periodontitis mouse model.