The aim of this study was to gain new insights into protein distribution in solid lipid microparticles (SLMs) and subsequent release mechanisms using a novel label-free chemical imaging method, coherent anti-Stokes Raman scattering (CARS) microscopy. Lysozyme-loaded SLMs were prepared using different lipids with lysozyme incorporated either as an aqueous solution or as a solid powder. Lysozyme distribution in SLMs was investigated using CARS microscopy with supportive structural analysis using electron microscopy. The release of lysozyme from SLMs was investigated in a medium simulating the conditions in the human duodenum. Both preparation method and lipid excipient affected the lysozyme distribution and release from SLMs. Lysozyme resided in a hollow core within the SLMs when incorporated as an aqueous solution. In contrast, lysozyme incorporated as a solid was embedded in clusters in the solid lipid matrix, which required full lipolysis of the entire matrix to release lysozyme completely. Therefore, SLMs with lysozyme incorporated in an aqueous solution released lysozyme much faster than with lysozyme incorporated as a solid. In conclusion, CARS microscopy was an efficient and non-destructive method for elucidating the distribution of lysozyme in SLMs. The interpretation of protein distribution and release during lipolysis enabled elucidation of protein release mechanisms. In future, CARS microscopy analysis could facilitate development of a wide range of protein-lipid matrices with tailor-made controlled release properties.