This investigation elucidated stabilization of high internal phase Pickering emulsion gels (HIPPEGs) on the basis of oil-water interfacial adsorption properties of particles. The particles were prepared by whey protein isolate (WPI) and two structurally different sterols, including ergosterol (ES) and γ-oryzanol (γS). Initially, oil-water interfacial adsorption properties were improved in the presence of sterol. And WPI-γS exhibited higher contact angle and lower dynamic interfacial tension than WPI-ES. Quartz crystal microbalance with dissipation monitoring measurement further proved that adsorption mass and viscoelasticity of WPI-γS was higher than those of WPI-ES. Furthermore, WPI-sterol HIPPEGs showed lower average particle size and moisture content, higher absolute value of ζ-potential than WPI-stabilized HIPPEGs. Apparent viscosity, storage modulus and loss modulus of WPI were improved after the addition of sterol. Moreover, WPI-γS HIPPEGs exhibited higher stabilities and viscoelasticity than WPI-ES HIPPEGs. Additionally, compared with WPI-stabilized HIPPEGs, WPI-γS-loaded HIPPEGs showed shorter relaxation time and more uniform color distribution, indicating that droplet flow was restricted and more uniform, followed by WPI-ES-loaded HIPPEGs. Finally, super-resolution microscope results exhibited that sterol inhibited emulsion droplets aggregation due to steric hindrance. HIPPEGs stabilized by WPI-γS showed more homogeneous and smaller droplets than WPI-ES-loaded HIPPEGs. This work provided a theoretical support for stable HIPPEGs formed with protein-sterol particles, which would be applied to replace trans fats and cholesterol in various food products.