Liposomes are small lipid vesicles that mimic biological membranes and have been spotlighted in the clinical field due to their ability to enclose a biologically active substance of any structure and to release it into the host's body. This study compares the physicochemical properties and biological activity of nano-liposomes with different compositions to determine the most effective formulation for further in vivo application. Nano-scale liposomes composed of different ratios of 1,2-dimyristoyl-sn-glycero-3-phosphoethanolamine (DMPE), dihexadecyl phosphate (DCP), and cholesterol (Chol): DMPE, DMPE/DCP, DMPE/Chol, and DMPE/DCP/Chol were produced. The thermal phase transition was assessed via differential scanning calorimetry (DSC); the particle size, via dynamic light scattering (DLS); the colloidal stability, via the zeta potential; the direct morphological characterization, via transmission electron microscopy (TEM); and the protein encapsulation efficiency. The bioavailability was also investigated with respect to the immunological responses via porcine interferon gamma (IFN-gamma) enzyme-linked immunospot (ELISPOT) assay in peripheral blood mononuclear cells (PBMC) of immunocompetent pigs. All the liposomes can be expected to be stable in an in vivo physiological temperature, and the liposomes that were prepared from DMPE/DCP showed the best efficiency in the in vitro model that mimicked the release of a bioactive substance in vivo. In the result of DLS and the zeta potential for the investigation of the colloidal stability in the system, DMPE/DCP/Chol appeared better than the other formulations. The porcine IFN-gamma ELISPOT assay results postulated that DMPE/DCP most potently induced the IFN-gamma secretion by PBMC, followed by DMPE/DCP/Chol and DMPE alone, in that order.