In order to improve the dissolution of astaxanthin from Haematococcus pluvialis powder, a self-emulsifying drug delivery system was used. The pseudo ternary phase diagram method was used to screen the best composition of the liquid self-emulsifying drug delivery system, and the unextracted Haematococcus pluvialis powder was used to prepare astaxanthin-containing self-microemulsion, and to conduct in vitro evaluation. Taking oil phase, emulsifier, and co-emulsifier dosage as influencing factors, average particle size, polydispersity index (PDI), and drug loading of astaxanthin in Haematococcus pluvialis powder as evaluation indicators, response surface methodology was used to optimize the prescription. Then, the appearance, particle size, PDI, Zeta potential, drug loading, and dissolution of the self-microemulsion were investigated. The best prescription is oil phase (glyceryl triacetate) dosage of 5%, emulsifier (Tween 80) dosage of 67.86%, and co-emulsifier (polyethylene glycol 800) dosage of 27.14%. Under the transmission electron microscope, it was observed that the microemulsion was distributed in a spherical shape with uniform size. The average particle size was (50.32±0.33) nm, PDI (0.113±0.02), the Zeta potential was(-14.6±0.06) mV, and the astaxanthin drug loading was (3.06±0.23) mg/g. The self-microemulsion of Haematococcus pluvialis powder containing astaxanthin was simple to prepare, which increased the solubility of astaxanthin in water, and was conducive to gastrointestinal absorption. The system has good stability and has broad application prospects in food and drug industry.