Superparamagnetic iron oxide nanoparticles are one of the most prominent agents used in theranostic applications, with MRI imaging the main application assessed. The biomolecular interface formed on the surface of a nanoparticle in a biological medium determines its behaviour in vitro and in vivo. In this study, we have compared the formation of the protein corona on highly monodisperse iron oxide nanoparticles with two different coatings, dimercaptosuccinic acid (DMSA), and after conjugation, with a bifunctional polyethylene glycol (PEG)-derived molecule (2000 Da) in the presence of Wistar rat plasma. The protein fingerprints around the nanoparticles were analysed in an extensive proteomic study. The results presented in this work indicate that the composition of the protein corona is very difficult to predict. Proteins from different functional categories—cell components, lipoproteins, complement, coagulation, immunoglobulins, enzymes and transport proteins—were identified in all samples with very small variability. Although both types of nanoparticles have similar amounts of bonded proteins, very slight differences in the composition of the corona might explain the variation observed in the uptake and biotransformation of these nanoparticles in Caco-2 and RAW 264.7 cells. Cytotoxicity was also studied using a standard 3-(4,5-dimethylthiazol-2-yl)-2,5-diphenyl tetrazolium bromide assay. Controlling nanoparticles’ reactivity to the biological environment by deciding on its surface functionalization may suggest new routes in the control of the biodistribution, biodegradation and clearance of multifunctional nanomedicines.