Lepidopteran insects constitute one of the largest fractions of animals on earth, but most are considered pests in their relationship with humans. Especially, the midgut is the primary site of digestion and absorption, which is alkaline and contains many alkaline proteases. In current pesticide preparation, zein can be used as an ideal carrier material due to its antioxidation property, biocompatibility, low costs, and adhesion. Moreover, zein is stable in gastric acid but can be soluble in alkaline solution or degraded by alkaline protease in the intestine. Herein, a pH/enzyme dual-responsive Zein-EMB-Nanocapsule (Zein-EMB-NC) system was prepared to enhance the pesticide’s adhesion, target wettability stability, anti-photolysis, and stimuli-responsive controlled release property. Scanning electron microscopy, transmission electron microscopy, and dynamic light scattering were applied to investigate their structural characteristics and stability, from which it was found that Zein-EMB-NC formed uniform nanoparticles with an average diameter of 156.9 ± 0.6 nm and had excellent stability in aqueous solution. As confirmed by ultraviolet-visible spectroscopy, the anti-UV property of Zein-EMB-NC revealed that the presence of zein could protect EMB from UV photolysis. The foliar surface adhesion and wettability performance of Zein-EMB-NC are significantly improved through hydrophobic interactions and hydrogen bonding. The toxicity of Zein-EMB-NC to Spodoptera exigua (Hübner) was significantly higher than that of the three commercially available formulations tested. The application of foliar spraying on peanuts against Spodoptera exigua (Hübne) shows that a 60% dose of Zein-EMB-NC retained the control efficacy similar to that of commercialized samples. Overall, this novel Zein-EMB-NC has a broad prospect in crop protection for improving insecticidal activity and protecting the pesticide from loss.