The effect of the HOPO concentration on the morphology, fiber diameter, oil load and distribution, protein structure, protein-oil colocalization, and nanomechanical properties of the NFs were evaluated. We obtained smooth and defect-free NFs with diameters in range of 77–94 nm. Fourier-transform infrared spectroscopy was used as a reliable method to confirm oil load and protein structure after electrospinning. β-turn, β-sheet, α-helix, and triple helical structures were quantified. Confocal laser scanning microscopy was used to analyze colocalization, and results revealed a high distribution of NE droplets along the NFs and high oil-protein colocalization (overlap coefficient of ~ 0.63). The nanomechanical properties of the NE-loaded NFs demonstrated that at higher HOPO concentrations, the elastic modulus decreased. Likewise, homogeneity and synergy between compounds were observed. The adhesion properties of NE-loaded NFs were associated with their sticky surface, which was attributed to presence of HOPO. The NE-loaded NFs presented suitable physical properties for edible packaging.