The generation of multi-functional drug delivery systems, namely solid dosage forms loaded with nano-sized carriers, remains little explored and is still a challenge for formulators. For the first time, the coupling of two important technologies, 3D printing and nanotechnology, to produce innovative solid dosage forms containing drug-loaded nanocapsules was evaluated here. Drug delivery devices were prepared by fused deposition modelling (FDM) from poly(ε-caprolactone) (PCL) and Eudragit® RL100 (EUD) filaments with or without a channelling agent (mannitol). They were soaked in deflazacort-loaded nanocapsules (particle size: 138 nm) to produce 3D printed tablets loaded with them, as observed by SEM. Drug loading was improved by the presence of the channelling agent and a linear correlation was obtained between the soaking time and the drug loading (r2 = 0.9739). Moreover, drug release profiles were dependent on the polymeric material of tablets and the presence of the channelling agent. In particular, tablets prepared with a partially hollow core (50% infill) had a higher drug loading (0.27% w/w) and faster drug release rate. This study represents an original approach to convert nanocapsules suspensions into solid dosage forms as well as an efficient 3D printing method to produce novel drug delivery systems, as personalised nanomedicines.