There is increasing interest in the use of lipid-based formulations for the delivery of poorly water-soluble drugs. After ingestion of the formulation, exposure to the gastrointestinal environment results in dispersion and digestion processes, leading to the production of amphiphilic digestion products that form self-assembled structures in the aqueous environment of the intestine. These structures are crucial for the maintenance of drug in a solubilized state prior to absorption. This review describes the structural techniques used to study such systems, the structures formed in assembled 'equilibrium' compositions where components are combined in expected ratios representative of the endpoint of digestion, structures formed using dynamic in vitro 'non-equilibrium' digestion models where the composition and hence structures present change over time and observations from ex vivo aspirated samples. Possible future directions towards an improved understanding of the structural aspects of lipid digestion are proposed.