The intervention effects of delivery systems on the digestion and adsorption profiles and, thus, the pharmacological effects of bioactive compounds represent an intriguing scientific hypothesis that can be proven with research case studies. Delivery systems with tailor-made structures fabricating from the same building materials offer a new research strategy for deciphering the modulating effects of the digestive fate on the therapeutic efficacy of encapsulated bioactive compounds. Herein, we developed capsaicin-loaded core-shell nanoparticles (Cap NPs), microparticles (Cap MPs) and nano-in-micro particles (Cap NPs in MPs) and investigated their regulatory effects on the digestive fate and colitis-alleviating mechanisms of capsaicin. Results suggested that the small intestine dominant absorption of Cap NPs differed significantly with the colorectal dominated accumulation of Cap MPs and Cap NPs in MPs in terms of the colitis alleviating mechanisms. Cap NPs alleviated colitis mainly through promoting the colonization of short-chain fatty acid-producing bacteria, maintaining intestinal barrier homeostasis and partially inhibiting the activation of the NF-κB pro-inflammatory pathway. Whereas, better dietary intervention effects were achieved from Cap NPs in MPs via promoting the proliferation of mucus-related bacteria and enhanced triggering efficiency on the TRPV1-mucus-microbiotas cyclic cascade. This work confirmed that rationally designed biomaterial-based delivery vehicles can flexibly interfere with the therapeutic mechanisms of encapsulated cargos, representing a new horizon in the field of precise nutrition.