Nanocarriers for oxygen delivery have been the focus of extensive research to ameliorate the therapeutic effects of current anti-cancer treatments and in the organ transplant field. In the latter application, the use of oxygenated cardioplegic solution (CS) during cardiac arrest is certainly beneficial, and fully oxygenated crystalloid solutions may be excellent means of myocardial protection, albeit for a limited time. Therefore, to overcome this drawback, oxygenated nanosponges (NSs) that can store and slowly release oxygen over a controlled period have been chosen as nanocarriers to enhance the functionality of cardioplegic solutions. Different components can be used to prepare nanocarrier formulations for saturated oxygen delivery, and these include native α-cyclodextrin (αCD), αcyclodextrin-based nanosponges (αCD-NSs), native cyclic nigerosyl-nigerose (CNN), and cyclic nigerosyl-nigerose-based nanosponges (CNN-NSs). Oxygen release kinetics varied depending on the nanocarrier used, demonstrating higher oxygen release after 24 h for NSs than the native αCD and CNN. CNN-NSs presented the highest oxygen concentration (8.57 mg/L) in the National Institutes of Health (NIH) CS recorded at 37 °C for 12 h. The NSs retained more oxygen at 1.30 g/L than 0.13 g/L. These nanocarriers have considerable versatility and the ability to store oxygen and prolong the amount of time that the heart remains in hypothermic CS. The physicochemical characterization presents a promising oxygen-carrier formulation that can prolong the release of oxygen at low temperatures. This can make the nanocarriers suitable for the storage of hearts during the explant and transport procedure.