Water-in-oil microemulsions with biocompatible components were formulated to be used as carriers of natural antioxidants, such as hydroxytyrosol (HT) and gallic acid (GA). The system was composed of a mixture of natural surfactants, lecithin and monoglycerides, medium chain triglycerides, and aqueous phase. A dual approach was undertaken to study the structure and dynamics of these complicated systems. First, experimental data were collected by using adequate techniques, such as dynamic light scattering (DLS) and electron paramagnetic resonance (EPR) spectroscopy. Following this, a coarse-grained molecular dynamics (CGMD) study based on the experimental composition using the MARTINI force field was conducted. The simulations revealed the spontaneous formation of reverse micelles (RMs) starting from completely random initial conformations, underlying their enhanced thermodynamic stability. The location of the bioactive molecules, as well as the structure of the RM, were in accordance with the experimental findings. Furthermore, GA molecules were found to be located inside the water core, in contrast to the HT ones, which seem to lie at the surfactant interfacial layer. The difference in the antioxidants’ molecular location was only revealed in detail from the computational analysis and explains the RM’s swelling observed by GA in DLS measurements.