In this work, the electrospun short fiber-based oleogels (ESFO) were formed by thermal crosslinking. Gelatin and gluten nanofibers were obtained via electrospinning, then homogenized and transformed into short fiber dispersions. Through freeze-drying, electrospun short fiber-based aerogel (ESF-A) templates were obtained for oil adsorption. All ESF-A exhibited the micromorphology of loose fibrous pore structure and prominent changes of characteristic peaks in the thermal and infrared analyses. Moreover, the highly crosslinked templates owned excellent hydrophobicity and mechanical performances (elastic modulus: 0.25 kPa, yield strength: 14.56 kPa, compressive strength: 52.54 kPa, and the final compression recovery: 91.27%). Meanwhile, the oil adsorption/oil holding capacity could reach 76.56 g/g and 80.04%, respectively. Through thermal crosslinking, ESF-O presented good and controllable rheological/in vitro digestion properties, which were further confirmed by PCA analysis. According to different application conditions, ESF-O properties could be adjusted by different degrees of fiber addition or thermal crosslinking.