In this study, a novel green cold gelation approach was developed to fabricate superlight macroporous aerogels from egg white protein (EWP). The cold-set hydrogels were prepared through preheating of EWP solution at high alkaline pH and then the gelation was induced by a food-grade crosslinker, glucose-d-lactone (GDL). The cold-set hydrogels prepared by this method showed mechanical strength comparable to the heat-set hydrogels obtained by direct heating of EWP solution, but with much less biopolymer (protein) content. The hydrogels were then used to produce porous EWP aerogels by supercritical carbon dioxide (SC–CO2) drying. While aerogels obtained from the heat-set hydrogels showed a compact structure with high density and low macroporosity, the aerogels obtained from the cold-set hydrogels had 3-5 times the lower density and significantly higher macroporous volume, due to the lower biopolymer concentration and less shrinkage of their precursor hydrogels. These aerogel scaffolds were then employed as templates for structuring a liquid soybean oil. Compared to the aerogels obtained from the heat-set hydrogels, the aerogels from the cold-set hydrogels showed excellent oil structuring capacity, where solid-like, plastic oleogels with an elastic module of more than 2.0 × 105 Pa were developed. This work suggests that the gelation method had profound effects on the density and porosity of the EWP aerogels and the oil structuring capacity of the aerogels.