Trans and saturated fatty acids in dietary solid fats have negative effects on human health, such as chronic diseases, making the development of a fat substitute an urgent matter. The plant derived oil body-hazelnut oil body (HOB) as the oil droplets, and the hydrogel formed by xanthan gum (XG) and type B gelatin (GEL) as the outer layer were used to encapsulate HOB and construct the oleogel. The OBC, microstructure, and rheological results indicated that the XG-GEL formed a sponge-like, tightly packed three-dimensional network structure on the surface of HOB, effectively preventing oil leakage. The hazelnut oil body oleogel exhibited 100% OBC, excellent deformation resistance, and thixotropic recovery ability. FTIR spectroscopy results revealed that changes in the amide I, II, III, and A bands indicated the formation of hydrogen bonds, with pronounced hydrogen bonding occurring between the amino/hydroxyl groups of HOB and the hydroxyl/carboxyl groups of XG-GEL. Raman spectroscopy results suggested that HOB-XG-GEL likely exhibited stronger hydrophobic interactions, while XG-GEL had no significant impact on the unsaturation level, membrane composition, or lipid acyl chain disorder of HOB. XRD results showed a single broad diffraction peak at 2θ = 19.6°, corresponding to π-π stacking interactions between HOB and XG-GEL. Interfacial characterization and zeta potential results demonstrated that HOB-XG-GEL had stronger surface activity and electrostatic repulsion. XRD and DSC results confirmed that the hazelnut oil body oleogel displayed an amorphous structure and good thermal stability. This study provides a new strategy for fabricating oil bodies to produce edible oleogels instead of solid fats.