The objective of the study is to prepare a new self-nanoemulsifying drug delivery system (SNEDDS) with amphiphilic diblock copolymers methoxy poly (ethylene glycol)-block-poly (ε-caprolactone) (MPEG-b-PCL) and to investigate the effect of MPEG-b-PCL on the characteristics of SNEDDS. MPEG-b-PCL was synthesized and characterized by (1)H-NMR, IR and GPC. Various ratios of MPEG-b-PCL copolymers and Tween 80 were used as emulsifier to prepare the new SNEDDS. SNEDDS with high oil and low surfactant content forms a semi-solid gel at room temperature, which could be effectively sealed in soft or hard capsules. The mean droplet size of SNEDDS-generated nanoemulsions significantly decreased after the addition of diblock polymer and increased with increase of PCL chain in MPEG-b-PCL. The drug Coenzyme Q10 (CoQ10) was chosen as the model compound in this study due to its insolubility in water. CoQ10 from SNEDDS was rapidly dissolved regardless of the fluid condition.