In this study, we investigated the transport mechanism of immune-active peptide fragments isolated from casein gastrointestinal hydrolysates via a Caco-2 monolayer. The casein gastrointestinal hydrolysates could stimulate B-lymphocyte proliferation and reduce the TNF-α level. Then, we identified the bioactive peptide fragments derived from casein gastrointestinal hydrolysis using LC-MS/MS. Our results demonstrated that the transport mechanism of five immune-active peptides at the cell level was bypass transport. In addition, the majority of peptide RYPLGYL was transported through the monolayer cell membrane as an intact form for playing immune-active functions. The KHPIK and FFSDK were mainly degraded into small fragments, except for a small amount passing through Caco-2 cells in an entire form. Overall, these results suggested that casein or its immune-active peptides might play a role in regulation of the intestinal immune system.