Sodium diclofenac (Na-DFC) and celecoxib (CLXB) are common nonsteroidal anti-inflammatory (NSAID) drugs which suffer from poor bioavailability and severe side effects when consumed orally, and their transdermal delivery might present important advantages. In this study, the drugs were solubilized in cubic and lamellar mesophases as transdermal delivery vehicles, and a cell-penetrating peptide, HIV-TAT (TAT), was examined as a skin penetration enhancer. SD-NMR, ATR-FTIR, and EPR measurements revealed that, in the cubic mesophase (which is rich in water content), TAT populates the aqueous cores and binds water, while in the dense lamellar system (with the lower water content) TAT is bound also to the glycerol monooleate (GMO) and increases the microviscosity and the order degree. TAT secondary structure in the cubic system was found to be a random coil while once it was embedded in the closely packed lamellar system it transforms to a more ordered compact state of β-turns arranged around the GMO headgroups. TAT remarkably increased the diffusion of Na-DFC and CLXB from the cubic systems by 6- and 9-fold enhancement, respectively. TAT effect on drug diffusion from the lamellar systems was limited to an increase of 1.3- and 1.7-fold, respectively. The dense packing and strong binding in the lamellar phase led to slow diffusion rates and slower drug release in controlled pattern. These effects of the chemical composition and vehicle geometry on drug diffusion are demonstrated with the impacts of TAT which can be specifically utilized for controlling skin delivery of drugs as required.