An amyloid fiber-ferulic acid/chitosan-ferulic acid (AF-FA/CS-FA) double network hydrogel (DN) was synthesized in two steps after prefabricating micronetworks. Ferulic acid (FA) and laccase were used to form protein and polysaccharide micronetworks, respectively. Then, AF-FA and CS-FA were induced to form covalent cross-links using genipin (GP). The phase penetration behavior of the two biopolymers in different proportions could form a homogeneous microstructure. The higher structural complexity and mechanical integrity brought by this structure may be the main reason that it improved the controlled release ability of the gels. The results from a loading capacity experiment and infrared spectra showed that the DN had acquired the AF-FA network to provide a higher load rate (9.50%), possibly because adding the polysaccharide network had increased the proportion of β-sheet structures beneficial to loading FA. The DN hydrogel containing 0.7 wt% CS-FA (DN70) showed the most tightly ordered combination of protein and polysaccharide, which had the highest storage modulus (2552.82 Pa) and the lowest solubility (91.00%). The thermal and photodegradation constants of DN70 were reduced by 75.00% and 58.29%, respectively, compared to the FA monomer. The formation of advanced glycation end products (AGEs) was reduced by 44.75% in the cake with the addition of 0.5% (w/w) DN70. These results suggest that the AF-FA/CS-FA DN can improve the range of FA applications in food products and provide an attractive strategy for polyphenols as AGEs inhibitors in baked goods.