Free fatty acids play a vital role as fuel for cells and in lipid metabolism. During lipid digestion in the gastrointestinal tract, triglycerides are hydrolyzed, resulting in free fatty acid and monoglyceride amphiphilic products. These components, together with bile salts, are responsible for the transport of lipids and poorly water-soluble nutrients and xenobiotics from the intestine into the circulatory system of the body. In this study, we show that the self-assembly of digestion products from medium-chain triglycerides (tricaprylin) in combination with bile salt and phospholipid is highly pH-responsive. Individual building blocks of caprylic acid within the mixed colloidal structures are mapped using a combination of small-angle X-ray and neutron scattering combined with both solvent contrast variation and selective deuteration. Modeling of the scattering data shows transitions in the size and shape of the micelles in combination with a transfer of the caprylic acid from the core of the micelles to the shell or into the bulk water upon increasing pH. The results help to understand the process of lipid digestion with a focus on colloidal structure formation and transformation for the delivery of triglyceride lipids and other hydrophobic functional molecules.