The heat treatment of food proteins induces structural modifications that influence their interaction with human fluids and cells. We aimed to evaluate the Caco-2 cell response induced by peptides produced after digestion of heat-treated egg white proteins. In vitro digestion of ovalbumin (OVA), ovomucoid (OM), and lysozyme (LYS), untreated or previously heated, was performed. The digestibility of proteins and the response of Caco-2 cells exposed to peptides (<10 kDa) generated during digestion were evaluated. Intact OVA and LYS persisted after the digestion of native proteins, whereas OM was completely hydrolysed. A heat treatment at 65 °C for 30 min did not alter the digestibility of OVA, whereas at 90 °C for 3 min, protein degradation was favoured. The digestibility of OM and LYS was not affected by heat treatment. Peptides derived from OVA and OM digestion induced IL-6 and IL-8 production. OVA and LYS digestion promoted the expression of Tslp, and Il6 and Il33, respectively. A heat treatment prior to OVA digestion reduced IL-6 production and Tslp expression. It was concluded that heat treatments can reduce the release of OVA-derived peptides, but not OM and LYS, with proinflammatory activity during digestion.