Some biodegradable amphiphilic copolymers were synthesized by conjugating poly(DL-lactic acid) (PLA) onto ethylenediamino or diethylenetriamino bridged bis(β-cyclodextrin)s (bis-CDs). Double emulsion (DE) and nanoprecipitation (NP) methods were used to fabricate the nanoparticles of these copolymers entrapping bovine serum albumin (BSA) as a model protein. Effects of the experimental parameters, such as copolymer composition, BSA concentration, copolymer concentration and poly(vinyl alcohol) concentration, on particular size and encapsulation efficiency (EE) were investigated. Their EE to BSA could reach 83.5% at an optimized condition owing to the cooperative binding effect of the CD moiety with BSA. The core-corona structure of copolymer micelles fabricated from the nanoprecipitation was studied on the basis of 1H NMR and other measurements at various temperatures. The results showed that the core-corona structure kept stable below 50 °C (lower than Tg). And increase of the micelle association number occurred above the Tg because the size of the NPs became larger and proton signals of the liquid-like PLA cores could be observed in 1H NMR in D2O at 60 °C. The release profiles of NPs showed a burst effect followed by a continuous release. Sodium dodecyl sulfate polyacrylamide gel electrophoresis, circular dichroic and fluorescence spectra were further used to identify the stability of BSA released from the NPs. The nanoparticles from the conjugates have a promising potential in nasal delivery system.