Here we demonstrate how a complementary analysis of nanocapsule–protein interactions with and without application media allows gaining insights into the so called hard and soft protein corona. We have investigated how both human plasma and individual proteins (human serum albumin (HSA), apolipoprotein A-I (ApoA-I)) adsorb and interact with hydroxyethyl starch (HES) nanocapsules possessing different functionalities. To analyse the hard protein corona we used sodium dodecyl sulphate polyacrylamide gel electrophoresis (SDS-PAGE) and a protein quantitation assay. No significant differences were observed with regards to the hard protein corona. For analysis of the soft protein corona we characterized the nanocapsule-protein interaction with isothermal titration calorimetry (ITC) and dynamic light scattering (DLS). DLS and ITC measurements revealed that a high amount of plasma proteins were adsorbed onto the capsules’ surface. Although HSA was not detected in the hard protein corona, ITC measurements indicated the adsorption of an HSA amount similar to plasma with a low binding affinity and reaction heat. In contrast, only small amounts of ApoA-I protein adsorb to the capsules with high binding affinities. Through a comparison of these methods we have identified ApoA-I to be a component of the hard protein corona and HSA as a component of the soft corona. We demonstrate a pronounced difference in the protein corona observed depending on the type of characterization technique applied. As the biological identity of a particle is given by the protein corona it is crucial to use complementary characterization techniques to analyse different aspects of the protein corona.