This study presents the development and characterization of medium-chain fatty acid (MCFA)-loaded bigels, using coconut oil as the MCFA source. The bigels exhibited high oil binding capacity, ranging from 87% to 98%, effectively retaining MCFAs within the matrix, with lauric acid (C12) being the main component detected within the bigels at 178.32 ± 0.10 mg/g. Physicochemical analysis, including FTIR and scanning electron microscopy, confirmed stable fatty acid incorporation and a cohesive, smooth structure. The FTIR spectra displayed O-H and C=O stretching vibrations, indicating hydrogen bonding within the matrix, while the SEM images showed uniform lipid droplet distribution with stable phase separation. Thermal stability tests showed that the bigels were stable for 5 days at 50 °C, with oil retention and structural integrity unchanged. Rheological testing indicated a solid-like behavior, with a high elastic modulus (G′) that consistently exceeded the viscous modulus (G″), which is indicative of a strong internal structure. In simulated gastrointestinal digestion, the bigels achieved significantly higher MCFA retention than the pure oil, particularly in the gastric phase, with recovery percentages of 38.1% for the bigels and 1.7% for the oil (p < 0.05), suggesting enhanced bioavailability. Cell-based cytotoxicity assays showed low cytotoxicity, and permeability testing in a co-culture Caco-2/HT29-MTX model revealed a controlled, gradual MCFA release, with approximately 10% reaching the basolateral side over 6 h. These findings highlight MCFA-loaded bigels as a promising platform for nutraceutical applications; they provided stability, safety, and controlled MCFA release, with significant potential for functional foods aimed at enhancing fatty acid bioavailability.