Caffeine is one of the most popular bioactive substances and psychoactive agents in the world. Due to its stimulating properties and cognitive-enhancing abilities, it is a formulation staple in many beverages. Additionally, this alkaloid is known to support metabolic health. However, caffeine is rapidly absorbed and metabolized, which can limit its effectiveness throughout the body and increase the risk of side effects, including tachycardia, dependence, insomnia, and migraines, especially in highly sensitive individuals or when consumed in high doses. Materials science proves essential for this purpose. Following PRISMA guidelines, this systematic review discusses the latest advances in using nanomaterials to encapsulate caffeine in functional drinks. Results have shown that a feasible strategy to increase bioavailability, protect against gastric degradation, and enable controlled release in the intestine is to encapsulate caffeine in nano/microcarriers. These nanomaterials optimize absorption, preventing acute energy spikes and subsequent sharp declines. Furthermore, the liquid matrix of functional drinks, composed of macronutrients and micronutrients, can modulate the stability and release profile of nanosystems. The matrix also affects the interaction between the nanoparticles and the liquid environment, thereby influencing caffeine's final bioaccessibility. Therefore, understanding these interactions is essential to designing functional drinks that modulate caffeine release at the intestinal level. This approach increases the safety of caffeine intake and minimizes adverse effects caused by sudden spikes in plasma levels. Finally, using nanocarrier systems in liquid formulations can facilitate incorporating caffeine into sustained-release matrices with an improved sensory profile. This reduces the perceived bitterness by activating taste receptors in the oral mucosa, thereby enhancing consumer acceptance of the final product.