In this study, nanoparticles (NPs) prepared with xanthan gum and lysozyme were established as a powerful delivery system for two Se-containing peptides: TSeMMM (STP) and SeMDPGQQ (SHP). NPs-STP and NPs-SHP had relatively small particle sizes (145 nm and 148 nm) and negative zeta potentials (-47 mV and -49 mV). The encapsulation efficiency of NPs-STP and NPs-SHP was determined to be 34.35% and 41.35%, respectively. The stability and antioxidant activity of Se-containing peptides were greatly enhanced due to encapsulation. NPs-STP and NPs-SHP exhibited controlled release of Se-containing peptides under in vitro gastrointestinal conditions. NPs-STP and NPs-SHP showed low toxicity and entered Caco-2 cells through clathrin-mediated endocytosis, contributing to a significant increase in the apparent permeability coefficient of STP (2.19 × 10-6 cm/s) and SHP (2.21 × 10-6 cm/s). Thus, NPs-STP and NPs-SHP are considered promising delivery systems for Se-containing peptides and have good potential applications in the food and pharmaceutical industries.