Pulmonary fibrosis (PF) requires delivery strategies that improve drug residence within lung tissue while limiting systemic exposure. Herein, roxadustat-loaded silk fibroin nanoparticles (RXS-SKNPs) were developed and coated with gelatin (GT) to produce an MMP-2-responsive pulmonary delivery platform. RXS-SKNPs were prepared by desolvation-assisted nanoprecipitation, followed by GT coating via electrostatic interactions. The optimized GT-RXS-SKNPs showed an increase in particle size from 145.72 ± 2.74 nm to 194.26 ± 2.94 nm, a zeta-potential shift from −30.28 ± 1.01 mV to −15.19 ± 2.38 mV, and an entrapment efficiency of 72.11% ± 0.81%. FTIR analysis and the increased surface-accessible amino-group signal confirmed GT coating and RXS incorporation. GT-RXS-SKNPs exhibited MMP-2-triggered colloidal remodeling and enzyme-responsive release, with cumulative RXS release increasing to 59.93% ± 1.30% after 24 h under MMP-2 exposure compared with 43.70% ± 1.32% in enzyme-free medium. Release followed anomalous non-Fickian behavior, indicating combined diffusion and GT shell erosion/relaxation. In vivo, GT-RXS-SKNPs reduced plasma exposure while increasing lung AUC0–24 by 3.58-fold and 1.71-fold compared with free RXS and uncoated RXS-SKNPs, respectively, and prolonged lung MRT to 42.13 ± 8.34 h. In bleomycin-induced PF, GT-RXS-SKNPs produced the strongest attenuation of histopathological injury, collagen deposition, myofibroblast activation, BALF inflammatory cytokines, lung hydroxyproline, TGF-β1, MMP-2, MMP-9, lipid peroxidation, and antioxidant depletion. Integrated recovery analysis showed the highest overall fibrosis recovery index for GT-RXS-SKNPs (85.3%), outperforming uncoated RXS-SKNPs (60.8%) and free RXS (34.1%). Overall, GT-RXS-SKNPs improved pulmonary retention and translated enhanced lung delivery into superior antifibrotic efficacy while limiting systemic exposure.