The aim of the study was to develop casein-fucoidan composite nanostructures through the method of polyelectrolyte complexation and subsequent spray drying. To determine the optimal parameters for the preparation of the composite structures and to investigate the influence of the production and technological parameters on the main structural and morphological characteristics of the obtained structures, 3(k-p) fractional factorial design was applied. The independent variables (casein to fucoidan ration, glutaraldehyde concentration and spray intensity) were varied at three levels (low, medium, and high) and their effect on the yield, the average particle size and the zeta potential were evaluated statistically. Based on the obtained results, models C1F1G1Sp.30, C1F1G2Sp.40, and C1F1G3Sp.50, which have an average particle size ranging from (265 ± 32) nm to (357 ± 25) nm, production yield in the range (48.9 ± 2.9) % to (66.4 ± 2.2) % and zeta potential varying from ( −20.12 ± 0.9) mV to (−25.71 ± 1.0) mV were selected as optimal for further use as drug delivery systems.