The present invention relates to nanoparticles comprising a biodegradable polymer, preferably the vinyl methyl ether and maleic anhydride (PVM/MA) copolymer, and a polyethylene glycol or derivatives thereof. These nanoparticles are easy to produce and provide excellent bioadhesion, size and zeta potential characteristics making them suitable for the administration of active molecules. The selection of the type of polyethylene glycol used in their production allows suitably modulating the characteristics of these nanoparticles, which can be advantageously used according to the type of drug to be carried and/or the method of administration of the pharmaceutical formulation. pegylation is carried out by simple incubation for a short time period of the two macromolecules in question, without needing to have to resort to the use of organic solvents with high toxicity or long and laborious organic synthesis processes. Furthermore, the pegylation process can be associated to the process of encapsulating the biologically active molecule.