The physico-chemical characterization of novel celecoxib-loaded beta-casein micelles (Cx/bCN) was recently described and its superiority in enhancing celecoxib bioavailability after intraduodenal administration to pigs was demonstrated. Here, using solution differential scanning calorimetry (DSC) combined with analysis of size distribution by DLS, zeta potential and changes in composition we demonstrate that the above superiority may be related to the thermotropic behavior of these micelles under physiological conditions. DSC of Cx/bCN reveals a characteristic irreversible exotherm upon heating, having its temperature of maximal change in heat capacity (Tm) at 40-46°C, depending on the Cx/bCN ratio. The higher the Cx/bCN ratio, the lower is Tm. While the thermodynamically stable bCN (alone) micelles lack any phase transition, the heat-induced, irreversible structural change of Cx/bCN micelles was associated with almost complete drug release, while micelle diameter and zeta potential decreased. Heating drug-free bCN micelles was effect-less. Altogether, our results suggest that Cx/bCN micelles are metastable supramolecular assemblies that transform upon heating to thermodynamically stable drug-free bCN micelles while releasing their drug-load. These findings also indicate the utility of DSC for future development of bCN micelles as nano-drugs, as well as of other supramolecular-assembly nano-drugs.