Nature's own emulsion, milk, consists of nutrients such as proteins, vitamins, salts, and milk fat with primarily triglycerides. The digestion of milk fats is the key to the survival of mammal species, yet it is surprising how little we understand this process. The lipase-catalyzed hydrolysis of dietary fats into fatty acids and monoglyceride is essential for efficient absorption of the fat by the enterocytes. Here we report the discovery of highly ordered geometric nanostructures during the digestion of dairy milk. Transitions from normal emulsion through a variety of differently ordered nanostructures were observed using time-resolved small-angle X-ray scattering on a high-intensity synchrotron source and visualized by cryogenic transmission electron microscopy. Water and hydrophilic molecules are transferred into the lipid phase of the milk particle, turning the lipid core gradually into a more hydrophilic environment. The formation of highly ordered lipid particles with substantial internal surface area, particularly in low-bile conditions, may indicate a compensating mechanism for maintenance of lipid absorption under compromised lipolysis conditions.