The development and evaluation of PEGylated chitosan (CS) nanocapsules (NCs) conjugated to a monoclonal antibody anti-TMEFF-2 (CS-PEG-anti-TMEFF-2 mAb NCs) for targeted delivery of docetaxel (DCX) is presented. CS-PEG-Biotin NCs, displaying biotin tags at their surface, were obtained and efficiently functionalized with an anti-TMEFF-2 mAb through a convenient avidin–biotin approach. Cell cycle analysis after treatment with different DCX-loaded CS-PEG NC formulations indicated that the encapsulated drug remained fully active, showing a similar functional behavior to free DCX. In vivo efficacy studies using a non-small cell lung carcinoma xenograft revealed that CS-PEG-anti-TMEFF-2 NCs resulted as effective as free DCX (Taxotere®). Interestingly, differences on the pharmacodynamic behavior among the different DCX formulations were observed. Thus, while free DCX exhibited a fast and short effect on tumor volume reduction, CS-PEG-anti-TMEFF-2 mAb NCs showed a delayed and prolonged action, with no significant side effects of treatments.