Cancer continues to be a major global health challenge and remains one of the leading causes of mortality. Early diagnosis and targeted treatment are essential, but often limited by insufficient precision and specificity. In this context, pharmaceutical nanotechnology has emerged as a promising field, offering significant advances in cancer diagnostics and therapy. Among the nanomaterials being investigated, iron oxides have garnered considerable interest due to their favorable magnetic properties and versatile biomedical applications. The aim of this work was to define a reproducible procedure to formulate haemocompatible maghemite/poly(ε-caprolactone) (γ-Fe₂O₃/PCL) nanoparticles with potential applications against cancer. γ-Fe₂O₃/PCL particles were prepared by emulsion/solvent evaporation. An extensive physicochemical characterization of the nanoparticles was carried out, including analysis of particle size, surface electrokinetics (zeta potential), and magnetic responsiveness. Particle size and surface electrical charge were characterized by photon correlation spectroscopy and electrophoresis, respectively. Ex vivo blood compatibility was also evaluated. Finally, the hyperthermia capacity of the nanocomposites was also evaluated. The γ-Fe₂O₃/PCL nanocomposites were in the colloidal range. Electrokinetic analysis confirmed the successful formation of the core/shell structure. In addition, the nanohybrids demonstrated favorable magnetic responsiveness and heating capacity, being they also hemocompatible. Thus, the γ-Fe₂O₃/PCL nanohybrids may enable magnetic-driven accumulation into the site of action and, probably, multifunctional capabilities for cancer therapy.