The development of processes for stabilization of the properties of bioactive compounds has been studied in recent years, and the use of nanotechnology is among the most discussed routes. The present work addressed the assembly of nanostructures using polyethylene oxide (PEO), the production of core-shell nanofibers (NFs) with bioactive compounds, and the evaluation of their microscopic and physical characteristics. Aqueous solutions of PEO were electrospun by varying different process and solution parameters (PEO and NaCl concentrations, feeding rate, the tip-to-collector distance (TCD), and applied voltage) in order to optimize production of nanostructures. The best condition obtained was evaluated to form core-shell NFs composed by jussara pulp as a source of anthocyanins. To assess the production of NFs with PEO and jussara pulp, feed solutions were prepared in acetate buffer (pH 4.5) with 6% PEO and 10% lyophilized jussara pulp, at a feeding rate of 150 μL·h⁻¹ and TCD of 15 cm using an applied voltage of 10 kV to form core-shell NFs. The results revealed the formation of core-shell NFs with a diameter of 126.5 ± 50.0 nm. The outcomes achieved represent a crucial step in the application of anthocyanins in food systems as pigments, establishing a basis for further research on the incorporation of nanomaterials into foodstuff.