Dynamic behaviors of double-walled carbon nanotubes (DWCNTs) embedded to elastic foundation under a moving nanoparticle are studied based on the nonlocal elasticity theory. The DWCNTs embedded an elastic medium are considered as two-scale shell model coupled with the van der Waals (vdW) interaction between two adjacent nanotubes. The elastic medium surrounding DWCNTs is formulated as Winkler spring model. Using the proposed models and solutions, we investigate the influences of various parameters on the mechanical properties, such as the nanoparticle delivery, the elastic foundation, and nonlocal coefficient. The dynamic response of DWCNTs depends largely by the moving velocity of nanoparticle, the stiffness of the elastic medium, and the nonlocal coefficient. The results show that increasing constant of elastic medium causes deceases in the dynamic deflection of DWCNTs due to the improved stiffness property. The influence of the nonlocal scaling parameter on the dynamic response of the flexural displacement is enhanced with increasing nanoparticle velocity.