Fenugreek is used as a spice and a traditional herbal medicine for a variety of purposes, given its antidiabetic and antioxidant effects. Self-emulsifying drug delivery systems (SEDDS) of herbal drugs are targets of extensive research aiming to increase bioavailability and stability. The study’s objective was to formulate SEDDS containing Trigonella foenum-graecum extract to improve the stability of herbal extract and to increase their permeability through a Caco-2 monolayer. A characterized fenugreek dry extract was used for the formulations, while the SEDDS properties were examined by particle size analysis and zeta potential measurements. Permeability assays were carried out on Caco-2 cell monolayers, the integrity of which was monitored by follow-up trans-epithelial electric resistance measurements (TEER). Cytocompatibility was tested by the MTT method, and an indirect dissolution test was performed, using DPPH antioxidant reagent. Two different SEDDS compositions were formulated from a standardized fenugreek dry extract at either the micro- or the nanoemulsion scale with sufficient stability, enhanced bioavailability of the compounds, and sustained release from HPMC capsules. Based on our results, a modern, non-toxic, cytocompatible fenugreek SEDDS formulation with high antioxidant capacity was developed in order to improve the permeability and bioavailability of all components.