We perform first-principles calculations for the interaction of the transition metal atoms Fe, Co, and W, as well as the FeO molecule, with the boron nitride fullerene B36N36. The stable structure of the atom-fullerene complexes may have the dopant atom either at the center of the cage or making covalent bonds with the fullerene wall, with similar total energies. We also find that the FeO molecule has a binding energy with the fullerene 2.5 eV larger than those of the transition metal atoms, and that it produces larger distortions in the cage. The electronic structure changes upon doping with the presence of several gap states. No magnetic moment is induced on the BN cage and, in general, the hybrid structures have the same magnetic moments as the isolated dopants.