Non-destructive detection of internal quality in watermelon has very important significance for improving watermelon’s production efficiency. Near-infrared (NIR) spectroscopy is one of the most popular non-destructive detection methods. However, it is challenging to collect spectra exactly due to the multiple scattering and absorbing by the skin and internal tissues. In order to obtain the interactions between light and watermelon tissues, the transportation feature of NIR light in small, thin-skin watermelon was studied in the range of 750–900 nm. For this purpose, the diffused transmission spectra were collected with removing the sample slices along the perpendicular bisector of the source-detector line. Based on the spectra in effective wavelength band, the penetration depth curves were fitted by least square method, and the results of different detecting positions (equator and top) were compared. It was shown that, light penetration depth on the equator was 8.3–9.5 mm, 8.7–17.8 mm and 18.9–38.5 mm with source-detector distance of 10 mm, 20 mm and 30 mm, respectively. The penetration depth on the top was less than the equator. And the penetration depth increased with source-detector distance increasing. With deeper penetration depth, more information about internal quality was carried by the diffused transmission spectra. However, the intensity of spectra was weaker. According to these results, a reasonable source-detector distance could be designed for collecting effective information about internal quality. This study is of potential significance for optimizing the handheld probe geometry for large fruit, and offers theoretical bases for non-destructive detection.