With the aim to find novel therapeutical approaches for triple-negative breast cancer (TNBC) treatment, we have developed a powder for i.v. injection based on cyclodextrins and docetaxel (DTX)-loaded polyethyleneglycol-poly(epsilon-caprolactone) nanoparticles (DTX-NPs). Nanoparticles are designed to concentrate at tumor level by enhanced permeability and retention effect and release drug cargo at a sustained rate in the blood and in tumor interstitium. DTX-NPs of around 70 nm, shielding proteins and allowing a sustained DTX release for about 30 days, were produced by melting sonication technique. DTX-NPs were associated to hydroxypropyl-β-cyclodextrin to give a powder for injection with excellent dispersibility and suitable for i.v. administration. DTX-NPs were as efficient as free DTX in inhibiting cell growth of MDA-MB231 cells, even at low concentrations, and displayed a comparable in vivo antitumor efficacy and better survival in a TNBC animal model as compared with DTX commercial formulation (Taxotere(®)). In conclusion, PEGylated biodegradable DTX-NPs highlighted their potential in the treatment of aggressive TNBC providing a foundation for future clinical studies.