Many of the lipids and surfactants used to prepare the self-emulsified nanoemulsion (SEN) are subjected to the gastro-intestinal enzymatic digestion, which may affect the absorption of the loaded drug. The present study was to investigate the impact of such digestion on the transport of hydrophilic macromolecules (10-kDa dextran as the model compound) loaded in SEN through the MDCK cell monolayer and ex-vivo rat intestines. FITC-labeled dextran (FD) was loaded inside the inner oil phase of SEN by the formation of FD-phospholipid solid dispersion (FDPS). After digestion, the droplet size increased from 31.06 ± 2.10 nm to 494.6 ± 22.1 nm, and the FD content in the external aqueous phase increased from 41.6 ± 4.2% to 61.1 ± 4.4%. Compared to the FD solution, SEN without digestion enhanced the transport of FD through MDCK cell monolayer 4.1 times and through rat intestines 3.0–7.4 times. However, the digestion reduced the transport of FD 3.5 times through MDCK cell monolayer and 1.3–2.0 times through rat intestines, compared to that without digestion. This reduction was due to the destruction of lipid nano-droplets and release of FD to the external aqueous phase of SEN. This finding should be considered when SEN is used as a delivery system for hydrophilic macromolecules.