O/W/O double emulsions are an advanced oil-structuring approach that has been attracting considerable interest in recent years. However, their structural characteristics remain unsolved compared to conventional W/O emulsions. To clarify the differences from a multi-scale perspective, we prepared W/O emulsions and O/W/O double emulsions with the same components. For the stabilization of the O/W interface, modified pea protein isolate (MPPI) was utilized. A combination of polyglycerol polyricinoleate (PGPR) and beeswax (BW) was used for the stabilization of the W/O emulsions. Then, texture and oil binding capacity (OBC), rheological properties, and microstructure of emulsions were recorded to compare the differences samples. Results showed that all the emulsions kept excellent storage stability and similar crystallization and melting profiles over two weeks of storage. Interestingly, texture exhibited significant variations, with oleogelled O/W/O double emulsions possessing an improved firmness and OBC compared to W/O emulsions. This was probably caused by a larger fraction of the dispersed phase and a higher wax concentration in the outer oil phase. Further, the stabilization mechanism of the emulsions was illustrated. BW, in synergy with PGPR, could stabilize the oil-water interface as Pickering particles, providing a physical barrier to improve the emulsion stability. Also, BW acted as the gelator of the bulk phase, forming a viscoelastic network to support the structural function of the emulsions. Additionally, the droplet-droplet interaction caused by the dispersed phase could promote the formation of the gelling network. Altogether, this research provides a multi-scale fundamental understanding on the structural comparison between W/O and O/W/O double emulsions, and indicates that O/W/O double emulsions with less wax or gelator content can achieve the same structural functionality as W/O emulsions, thus presenting superior industrial potential.