In this study, five polysaccharides were applied as natural polymeric coating materials to prepare solid lipid nanoparticles (SLN) and nanostructure lipid carriers (NLC), and then the obtained lipid colloidal particles were transformed to solid powders by the innovative nano spray drying technology. The feasibility and suitability of this new technology to generate ultra-fine lipid powder particles were evaluated and the formulation was optimized. The spray dried SLN powder exhibited the aggregated and irregular shape and dimension, but small, uniform, well-separated spherical powder particles of was obtained from NLC. The optimal formulation of NLC was prepared by a 20–30% oleic acid content with carrageenan or pectin as coating material. Therefore, nano spray drying technology has a potential application to produce uniform, spherical, and sub-microscale lipid powder particles when the formulation of lipid delivery system is appropriately designed.