Rheumatoid arthritis is among the most common disabling diseases associated with chronic inflammation. The efficacy of the current therapeutic strategies is limited; therefore, new pharmacological agents and formulation approaches are urgently needed. In this work, we developed a thermosensitive gel incorporating escinosomes, innovative nanovesicles made of escin, stabilized with 10% of tween 20 and loaded with a Carbonic Anhydrase Inhibitor (CAI) bearing a Carbon Monoxide Releasing Moiety (CORM) (i.e., CAI-CORM 1), previously synthesized by some of the authors as a new potent pain-relieving agent. The light scattering analysis of the developed formulation showed optimal physical parameters, while the chromatographic analysis allowed the quantification of the encapsulation efficiency (90.1 ± 5.91 and 91.6 ± 8.46 for CAI-CORM 1 and escin, respectively). The thermosensitive gel, formulated using 23% w/v of poloxamer 407, had a sol-gel transition time of 40 s and good syringeability. Its stability in simulated synovial fluid (SSF) was morphologically evaluated by electron microscopy. Nanovesicles were physically stable in contact with the medium for two weeks, maintaining their original dimensions and spherical shape. The viscosity increased by about 30- to 100-fold with the temperature change from 25 °C to 37 °C. The gel erosion in SSF occurred within 9 h (88.2 ± 0.743%), and the drug’s passive diffusion from escinosomes lasted 72 h, allowing a potential sustained therapeutic effect. The efficacy of a single intra-articular injection of the gel containing escinosomes loaded with CAI-CORM 1 (3 mg/mL; 30 μL, CAI-CORM 1 formulation) and the gel containing unloaded escinosomes (30 μL, blank formulation) was evaluated in a rat model of Complete Freund’s Adjuvant (CFA)-induced rheumatoid arthritis. CAI-CORM 1 formulation was assessed to counteract mechanical hyperalgesia, spontaneous pain, and motor impairments on days 7 and 14 after treatment. The histological evaluation of the joints stressed the improvement of several morphological parameters in CFA + CAI-CORM 1 formulation-treated rats. In conclusion, the hybrid molecule CAI-CORM 1 formulated in escinosome-based thermosensitive gel could represent a new valid approach for managing rheumatoid arthritis.