Due to its poor stability and rapid metabolism, the biological activity and absorption of epigallocatechin gallate (EGCG) is limited. In this work, EGCG-loaded bovine serum albumin (BSA)/pullulan (PUL) nanoparticles (BPENs) were successfully fabricated via self-assembly. This assembly was driven by hydrogen bonding, which provided the desired EGCG loading efficiency, high stability, and a strong antioxidant capacity. The encapsulation efficiency of the BPENs was above 99.0%. BPENs have high antioxidant activity in vitro, and, in this study, their antioxidant capacity increased with an increase in the EGCG concentration. The in vitro release assays showed that the BPENs were released continuously over 6 h. The Fourier transform infrared spectra (FTIR) analysis indicated the presence of hydrogen bonding, hydrophobic interactions, and electrostatic interactions, which were the driving forces for the formation of the EGCG carrier nanoparticles. Furthermore, the transmission electron microscope (TEM) images demonstrated that the BSA/PUL-based nanoparticles (BPNs) and BPENs both exhibited regular spherical particles. In conclusion, BPENs are good delivery carriers for enhancing the stability and antioxidant activity of EGCG.