Milk is not only a composite of nutrients but emerged as a source of exosomes acting as a promising drug delivery vehicle for small interfering RNA (siRNA). siRNA is known for its immense therapeutic potential but has various physiological limitations, including stable delivery. To investigate the suitability of siRNA for physiological stability and oral delivery, we encapsulated scrambled Alexa Fluor (AF)-488 siRNA in milk whey exosomes using lipofection and evaluated stability against the digestive processes along with its uptake and transepithelial transport by intestinal epithelial cells. Milk exosomal siRNA were found resistant to different digestive juices, including saliva, gastric, bile, and pancreatic juices, in vitro and were internalized by Caco-2 cells. The stable delivery of exosomal AF-488 siRNA along with its transepithelial transport was confirmed by fluorescence microscopy and fluorescence intensity measurements. In summary, the encapsulation of siRNA in milk exosomes resists harsh digestive processes, improving intestinal permeability and payload protection.