The moving nano-adsorbent particles do not form a separate phase, but rather constitute a component of a solution. Its nanoparticles have a chemical potential and are capable of adsorbing a large number of molecules. If these are surfactant molecules, protomicelles are formed, which are micelle-like aggregates. Unlike ordinary micelles, protomicelles do not have the critical micelle concentration (CMC) and are formed gradually by the adsorption of surfactant molecules or ions on a foreign core at concentrations significantly lower than the CMC. A fully formed protomicelle looks like a normal micelle with a solubilizate. In this communication, the thermodynamic theory of nano-adsorbents and protomicelles is formulated. For illustration, we used experimental data on the formation of SDS protomicelles on phthalocyanine. Similar studies with carbon nanotubes were also published during two last decades.