In this study, we investigated the feasibility to obtain nanoparticles (NPs) by assembling pramlintide (Pram) with dextran sulfate (DexS), as a new approach for mucosal peptide delivery. DexS/Pram NPs were prepared by dropwise addition of a Pram solution to a DexS solution under magnetic stirring. The physicochemical characteristics of NPs and molecular interactions involved in the co-assembling were evaluated by dynamic light scattering (DLS), transmission electronic microscopy (TEM), isothermal titration microcalorimetry, Fourier-transform infrared spectroscopy (FTIR), fluorescence quenching, and circular dichroism (CD). DexS/Pram NPs displayed a narrow size distribution (ca. 200 nm), negative zeta potential (ca. −40 mV), association efficiency close to 100%, and nanogel behavior. The assembling with DexS increased the Pram α-helical content, stabilizing the peptide in its bioactive form. The colloidal stability of nanoparticles was dependent on the salt concentration and it could be assumed that peptide release from nanoparticles occurs by dissociation of the complex at physiological conditions.