The dissolution enthalpies (ΔsolHm) of dl-α-alanyl-dl-α-valine (AlaVal) and dl-α-alanyl-dl-α-norleucine (AlaNln) in aqueous solutions of dodecyl sulfate (SDS) at SDS concentration of mSDS = 0.05 mol·kg−1 and peptide concentration m = 0.010 to 0.025 mol·kg−1 at T = 298.15 K were measured via calorimetry. The results obtained have been used to calculate the transfer enthalpies (ΔtrHm) of AlaVal and AlaNln from water into (water + SDS) micellar solution. Thermochemical characteristics of the transfer of AlaVal, and AlaNln in the investigated range of peptide concentrations are compared. The results are interpreted by considering ion–ion, ion–polar, and hydrophobic–hydrophobic interactions between the dipeptides and SDS micelles.