Thymol-loaded polymeric nanocapsules were developed in this study to control volatilization and drug release for repellent application on Rhipicephalus sanguineus nymphs. Policaprolactone-loaded nanocapsules were prepared and characterized by diameter, PdI, zeta potential, pH, entrapment efficiency, and thymol content. Moreover, drug release, skin permeation profile, and repellent activity were evaluated. Nanocapsules showed a mean diameter of 195.7 ± 0.5 nm, a PdI of 0.20 ± 0.01, a zeta potential of −20.6 ± 0.3 mV, a pH of 4.7 ± 0.1, and an entrapment efficiency and a thymol content of 80.1 ± 0.1% and 97.9 ± 0.2%, respectively. The nanosystem progressively released 68.6 ± 2.3% of the thymol over 24 h, demonstrating that it can control drug release. Thymol-loaded nanocapsules showed less epidermis penetration upon skin application than pure thymol (control). Moreover, nanocapsules showed 60–70% repellency for 2 h against Rhipicephalus sanguineus nymphs. Thus, the nanocapsules proved to be a promising alternative for use as an arthropod repellent.