In this study, yeast β-glucan (YG) and edible dock protein (EDP) were used to develop the nanomicelles for delivering apigenin (Api) via self-assembly. Results showed that a stable and uniform Api-EDP-YG composite nanomicelles could be formed when the additive amount of YG was 0.5 wt%, giving the particle size of 351.2 nm and the zeta-potential of −22.59 mV. The composite nanomicelles exhibited a core-shell structure, wherein Api-EDP was a core and YG was a shell. Moreover, hydrogen bonding and van der Waals forces drove the formation of Api-EDP-YG nanomicelles. Meanwhile, the composite nanomicelles can delay the degradation of apigenin in SSF and make it slowly release in SIF, which is benefit for improving its stability and bioavailability. Importantly, the apigenin within the composite nanomicelles displayed a good storage stability and cellular compatibility. These results indicated that the Api-EDP-YG nanomicelles might have a potential application in precision nutritional and healthy foods.