Injection of nanoparticles (NP) into the bloodstream leads to the formation of a so-called "nano-bio" interface where dynamic interactions between nanoparticle surfaces and blood components take place. A common consequence is the formation of the protein corona, that is, a network of adsorbed proteins that can strongly alter the surface properties of the nanoparticle. The protein corona and the resulting structural changes experienced by adsorbed proteins can lead to substantial deviations from the expected cellular uptake as well as biological responses such as NP aggregation and NP-induced protein fibrillation, NP interference with enzymatic activity, or the exposure of new antigenic epitopes. Achieving a detailed understanding of the nano-bio interface is still challenging due to the synergistic effects of several influencing factors like pH, ionic strength, and hydrophobic effects, to name just a few. Because of the multiscale complexity of the system, modeling approaches at a molecular level represent the ideal choice for a detailed understanding of the driving forces and, in particular, the early events at the nano-bio interface. This review aims at exploring and discussing the opportunities and perspectives offered by molecular modeling in this field through selected examples from literature.