Orange peel by-products generated in the food industry are an important source of value-added compounds that can be potentially reused. In the current research, the effect of oven-drying (50–70 °C) and freeze-drying on the bioactive compounds and antioxidant potential from Navelina, Salustriana, and Sanguina peel waste was investigated using pressurized extraction (ASE). Sixty volatile components were identified by ASE-GC-MS. The levels of terpene derivatives (sesquitenenes, alcohols, aldehydes, hydrocarbons, and esters) remained practically unaffected among fresh and freeze-dried orange peels, whereas drying at 70 °C caused significative decreases in Navelina, Salustriana, and Sanguina peels. Hesperidin and narirutin were the main flavonoids quantified by HPLC-MS. Freeze-dried Sanguina peels showed the highest levels of total-polyphenols (113.3 mg GAE·g−1), total flavonoids (39.0 mg QE·g−1), outstanding values of hesperedin (187.6 µg·g−1), phenol acids (16.54 mg·g−1 DW), and the greatest antioxidant values (DPPH•, FRAP, and ABTS•+ assays) in comparison with oven-dried samples and the other varieties. Nanotechnology approaches allowed the formulation of antioxidant-loaded nanoemulsions, stabilized with lecithin, starting from orange peel extracts. Those provided 70–80% of protection against oxidative UV-radiation, also decreasing the ROS levels into the Caco-2 cells. Overall, pressurized extracts from freeze-drying orange peel can be considered a good source of natural antioxidants that could be exploited in food applications for the development of new products of commercial interest.