Background/Objectives: Demyelination and neuroinflammation are central features of multiple sclerosis (MS), contributing to motor deficits and cognitive decline. Cuprizone (CPZ)-induced demyelination is a well-established model for studying multiple sclerosis-like neurotoxicity. This study investigated the neuroprotective and immunomodulatory effects of self-nanoemulsifying drug delivery systems (SNEDDSs) incorporating curcumin, piperine, and Zanthoxylum rhetsa seed oil. Methods: Male mice were divided into five groups: control, CPZ-only, and CPZ co-treated with three nanoformulations BFZ (blank SNEDDS), CFZ (curcumin-SNEDDS), and PFZ (curcumin–piperine SNEDDS). CPZ was administered for 5 weeks, followed by a 2-week recovery or treatment phase. Key neuroinflammatory markers like CD4, CD8, cholinergic (acetylcholinesterase, AChE), myelin integrity (MBP), BDNF, CREB, TNFα, Il-1β were assessed at weeks 5 and 7 using ELISA. Alterations in antioxidant enzymes, brain histology, and behavioral outcomes were also investigated. Results: At week 5, CPZ significantly increased CD4 and CD8 expression and reduced AChE and MBP levels, indicating neuroinflammation, cholinergic impairment, and demyelination. Nanoformulation treatments (both prophylactic and therapeutic) markedly reduced CD4 and CD8 levels, with PFZ showing the most pronounced effect. AChE activity was significantly restored in all treatment groups, with PFZ and CFZ exceeding baseline levels, suggesting enhanced cholinergic function. MBP levels were highest in PFZ-treated mice, surpassing control values and indicating strong remyelination potential. These improvements persisted and further advanced at week 7, especially in PFZ and CFZ groups. Conclusions: Curcumin-based SNEDDS, particularly PFZ, significantly mitigated CPZ-induced neuroinflammation, promoted remyelination, and restored cholinergic activity in the frontal cortex. These findings highlight the therapeutic potential of bioenhanced curcumin nanoformulations for treating demyelinating and neuroinflammatory disorders.