Ultrasound treatment was used to successfully prepare Quercetin (Qu)-loaded Casein phosphopeptides (CPP)/chitosan (CS) nanoparticles. Compared with the control, the above ternary nanoparticles with the smallest size (241.27 nm, decreased by 34.32%), improved encapsulation efficiency of Qu (78.55%, increased by 22.12%) when prepared under following conditions: ultrasonic frequency, 20/35/50 kHz; the power density, 80 W/L; the time, 20 min, and the intermittent ratio, 20 s/5s. Electrostatic interactions, hydrogen bonding, and hydrophobic interactions were the main driving forces for nanoparticles formulation, which were strengthened by ultrasound treatment. The compact, homogeneous and spherical composite nanoparticles obtained by sonication were clearly observed by scanning electron microscope and atomic force microscope. The environmental stability (NaCl, pH, exposure time, storage time, and simulated gastrointestinal digestion) and antioxidant activity of the ternary nanoparticles were remarkably enhanced after ultrasonic treatment. Furthermore, the ternary nanoparticles prepared by ultrasound exhibited excellent stability in simulated gastrointestinal digestion. The above results indicate that ultrasound not only increases the loading of the nanoparticles on bioactive substances but also improves the environmental stability and antioxidant activity of the formed nanoparticles. Ultrasound-assisted preparation of nanoparticles loaded with bioactive substances could be well used in the functional food and beverage industry.