We explored the time-dependent Stokes shifts of fluorescent dyes containing an anthroyloxy chromophore (2-AS, 9-AS, and 16-AP) in bilayers composed of palmitoyl-oleoyl-phosphatidylcholine. The obtained data revealed a nontrivial solvation response of these dyes, which are located in the backbone region of the bilayer with a gradually increasing depth. For comparison, steady-state emission spectra in the neat solvents of various polarities and viscosities were also recorded. The results indicate that on the short picosecond time scale the AS dyes undergo complex photophysics including formation of states with a charge-transfer character. This observation is supported by ab initio calculations of the excited states of 9-methylanthroate. The slower nanosecond part of the relaxation process can be attributed to the solvation response of the dyes. A slowdown in solvent relaxation is observed upon moving toward the center of the bilayer. A mechanism similar to preferential solvation present in the mixture of a polar and nonpolar solvent is considered to explain the obtained data.