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Controlled input of oxygen into the inert working gas flow during the production of Ni nanoparticles by the electrical explosion of wire (EEW) method leads to the formation of a crystalline oxide shell on the surface of particles during their condensation from the vapor phase. Resulting oxide shells encapsulating Ni particles weaken their agglomeration processes as well as protect the surface of the Ni nanoparticles from further oxidation. The influence of the amount of energy introduced during EEW and the quantity of oxygen added to the working gas in EEW process on the properties of resulting Ni nanoparticles was studied. The obtained nickel nanopowders were characterized by X-ray diffraction (XRD), transmission electron microscopy (TEM), X-ray photoelectron spectroscopy (XPS), and N2 adsorption (BET) methods, which gave the specific surface area, the average diameter of nanoparticles, their phase composition, the morphology of the particles and the structure of the oxide shells. It was shown that the addition of oxygen leads to a decrease in the average diameter of Ni nanoparticles and reduces the degree of their agglomeration. The encapsulation of Ni nanoparticles with 3–5 nm thick gas-tight oxide shells protects the particles from oxidation and eliminates the pyrophoricity of the powder product.