Solid lipid-polymer hybrid nanoparticles (SLPN) are nanocarriers made from a combination of polymers and lipids, integrating the advantages of biocompatible lipid-based hydrophobic nanoparticles and gastrointestinal (GI)-stable polymeric nanoparticles. In this study, a novel preparation strategy was proposed to fabricate GI-stable SLPN through in-situ conjugation between oxidized dextran and BSA. Effects of molecular weight of dextran (20, 40, 75, and 150 kDa), conjugation temperature (65 °C, 75 °C, and 85 °C) and time (30, 60, 120 min) on the particulate characteristics and stability were comprehensively investigated and optimized. As heating temperature increased from 65 °C to 75 °C, the particle size of SLPN increased from 139 nm to 180 nm with narrow size distribution, but when the temperature reached 85 °C severe aggregation was observed after 60 min. SLPN prepared with 40 kDa oxidized dextran under 85 °C/30 min heating condition exhibited excellent GI stability with no significant changes in particle size and PDI after incubation in simulated GI fluids. The prepared SLPN were then used to encapsulate astaxanthin, a lipophilic bioactive compound, studied as a model nutrient. After encapsulation in SLPN, antioxidant activity of astaxanthin was dramatically enhanced in aqueous condition and a sustained release was achieved in simulated GI fluids. There results demonstrated that as-prepared SLPN could serve as a promising nanocarrier for oral delivery of lipophilic compounds, such as astaxanthin.