Immunoparalysis is a compensatory and persistent anti-inflammatory response to trauma, sepsis or another serious insult, which increases the risk of opportunistic infections, morbidity and mortality. Here, we show that in cultured primary human monocytes, interleukin-4 (IL4) inhibits acute inflammation, while simultaneously inducing a long-lasting innate immune memory named trained immunity. To take advantage of this paradoxical IL4 feature in vivo, we developed a fusion protein of apolipoprotein A1 (apoA1) and IL4, which integrates into a lipid nanoparticle. In mice and non-human primates, an intravenously injected apoA1-IL4-embedding nanoparticle targets myeloid-cell-rich haematopoietic organs, in particular, the spleen and bone marrow. We subsequently demonstrate that IL4 nanotherapy resolved immunoparalysis in mice with lipopolysaccharide-induced hyperinflammation, as well as in ex vivo human sepsis models and in experimental endotoxemia. Our findings support the translational development of nanoparticle formulations of apoA1-IL4 for the treatment of patients with sepsis at risk of immunoparalysis-induced complications.