Pyrazolo[3,4-d]pyrimidines are a class of compounds with a good activity against several cancer cell lines. Despite the promising anticancer activity, these molecules showed a poor aqueous solubility. This issue could threat the future development of pyrazolo[3,4-d]pyrimidines as clinical drug candidates. With the aim of improving their solubility profile and consequently their pharmacokinetic properties, we have chosen four compounds (1-4) on the base of their anti-neuroblastoma activity and we have developed albumin nanoparticles and liposomes for the selected candidates. Albumin nanoparticles and liposomes were prepared and characterized regarding size and ζ-potential distribution, polidispersity index, entrapment efficiency and activity against SH-SY5Y human neuroblastoma cell line. The most promising nanosystem, namely LP-2, was chosen to perform further studies: confocal microscopy, stability and drug release in physiological conditions, and biodistribution. Altogether, the obtained data strongly indicate that the encapsulation of pyrazolo[3,4-d]pyrimidines in liposomes represent an effective method to overcome the poor water solubility.