The egg was discovered during an excavation in 2007-2016 in Aylesbury, in the English county of Buckinghamshire, which researchers said at the time was a "truly unique discovery".
During the excavation, archaeologists broke three other eggs that emitted a "strong odor," but the fourth egg remained intact.
Experts from Oxford Archaeology think the water-filled pit may have been used as a kind of Roman wishing well.
A recent micro-scan found that the yolk and white of the egg were still inside. It is thought to be the only egg from that period to have survived intact.
"We were really surprised when we saw the contents because we expected them to have leaked out," said Edward Biddulph, senior project manager at Oxford Archaeology, who led the excavation.
"Not only was the egg intact, which is incredible enough, but it also made for an incredible image, showing that there was liquid inside. This fluid is probably made up of elements like the yolk and the white of the egg."
"Walking around London with a 2,000-year-old egg was a bit spooky," the archaeologist admitted.
The egg is now on display at the Discover Bucks Museum in Aylesbury, while efforts are underway to remove the interior without breaking the delicate shell.
