Non-biodegradable materials with a low swelling capacity and which are opaque and occlusive are the main problems associated with the clinical performance of some commercially available wound dressings. In this work, a novel biodegradable wound dressing was developed by means of alginate membrane and polycaprolactone nanoparticles loaded with curcumin for potential use in wound healing. Curcumin was employed as a model drug due to its important properties in wound healing, including antimicrobial, antifungal, and anti-inflammatory effects. To determine the potential use of wound dressing, in vitro, ex vivo, and in vivo studies were carried out. The novel membrane exhibited the diverse functional characteristics required to perform as a substitute for synthetic skin, such as a high capacity for swelling and adherence to the skin, evidence of pores to regulate the loss of transepidermal water, transparency for monitoring the wound, and drug-controlled release by the incorporation of nanoparticles. The incorporation of the nanocarriers aids the drug in permeating into different skin layers, solving the solubility problems of curcumin. The clinical application of this system would cover extensive areas of mixed first- and second-degree wounds, without the need for removal, thus decreasing the patient’s discomfort and the risk of altering the formation of the new epithelium.