The demand is rising for colorants that are obtained from natural resources, tolerant to industrial processing methods, and meet color quality demands. Herein, we report how relevant properties such as thermal stability and photostability of the natural colorant alizarin can be improved by grafting it onto ZnO nanoparticles (NPs), allowing application in a warm extrusion process for the fabrication of polyamide fibers. For this study, ZnO NPs (diameter 2.0 ± 0.6 nm) were synthesized and subsequently functionalized with alizarin. The alizarin-coated ZnO NPs (i.e., dyed nanoparticles, DNPs) were characterized. Thermogravimetric analysis and ultraviolet–visible (UV–vis) studies revealed that alizarin coating accounts for ∼65% (w/w) of the total mass of the DNPs. A subsequent detailed characterization with Fourier transform infrared (FT-IR), 1H nuclear magnetic resonance (NMR), 13C cross-polarization magic angle spinning (CP-MAS) NMR, X-ray photoelectron spectroscopy (XPS), and quantum chemistry studies using various density functional theory (DFT) functionals and basis sets indicated that binding onto the ZnO NPs occurred predominantly via the catechol moiety of alizarin. Importantly, this grafting increased the thermal stability of alizarin with >100 °C, which allowed the processing of the DNPs into polyamide fibers by warm extrusion at 260 °C. Evaluation of the lightfastness of the DNP-dyed nylon fibers revealed that the changes in color quantified via the distance metric ΔE* of alizarin when embedded in a hybrid material were 2.6-fold better compared to nylon fibers that were directly dyed with alizarin. This reveals that the process of immobilization of a natural dye onto ZnO nanoparticles indeed improves the dye properties significantly and opens the way for a wide range of further studies into surface-immobilized dyes.