Fucoxanthin (FUC) is a hydrophobic carotenoid that has a protective effect on the colon. To exert the beneficial effects of FUC in the colon and expand its application in functional food, FUC was encapsulated in carboxymethyl konjac glucomannan (CMKGM)-coated gliadin nanoparticles (Gli-CMKGM NPs) in this paper. Gli-CMKGM NPs were prepared at pH 5.0 with Gli/CMKGM mass ratio of 1:1. The formation of Gli-CMKGM NPs was associated with hydrogen bonding, hydrophobic interactions and electrostatic attractions. Additionally, Gli-CMKGM NPs exhibited good stability to pH, salt, heating and storage. The results showed that FUC had been successfully encapsulated in Gli-CMKGM NPs, and the encapsulation efficiency of FUC-Gli-CMKGM NPs was significantly higher than that of uncoated FUC-Gli NPs. FUC-Gli-CMKGM NPs had a nano-spherical structure, and embedded FUC in Gli-CMKGM NPs improved their stabilities to photodegradation and thermal degradation. Furthermore, in vitro release and in vivo organ distribution studies showed that FUC-Gli-CMKGM NPs had an excellent colon targeting function. Overall, our findings illustrated the promise of CMKGM-coated Gli NPs for constructing targeted delivery systems for FUC.