High degree of polymerisation agave fructans (HDPAF) are presented as a novel encapsulating material. Electrospraying coating (EC) was selected as the encapsulation technique and β-carotene as the model bioactive compound. In case of direct electrospraying, two encapsulation methodologies (solution and emulsion) were proposed to find the formulation which provided a suitable particle morphology and an adequate concentration of β-carotene encapsulated in the particles. SEM images showed spherical particles with sizes ranging from 440 to 880 nm depending on the concentration of HDPAF and processing parameters. FTIR analysis confirmed interaction and encapsulation of β-carotene with HDPAF. Thermal stability of β-carotene encapsulated in HDPAF was evidenced by thermogravimetric analysis (TGA). The study showed that β-carotene encapsulated in HDPAF by the EC method remained stable for up to 50 h of exposure to UV light. Therefore, HDPAF is a viable option to formulate nanocapsules as a new encapsulating material. In addition, EC allowed increasing the ratio β-carotene:polymer as well as its photostability.