Structural design has been as a transformative strategy to create clean-label and well-nourished fat-based foods. Herin, surfactant-free, plant-based oil-in-water-in-oil (O/W/O) and water-in-oil-in-water (W/O/W) emulsions gels (EGs) were designed using protein microgels and fat crystals formed in situ, which achieved dual-interface Pickering stabilization. The suitability and difference of O/W/O and W/O/W EGs as fat analogues in maintaining fat texture, inhibiting lipid digestion, target release and bioactivity of co-loading epigallocatechin gallate (EGCG) and lycopene were examined. O/W/O and W/O/W EGs displayed own unique characteristics, and could be tailored to optimize their performance. O/W/O EGs provided smoother oral perception similar to butter. The multi-structure and interface modulation for double EGs achieved inhibiting lipid digestion, fat phase position mainly controlled the digestive process. Co-delivery systems exhibited synchronous release profiles, allowing a more obvious in-time sustained release of lycopene in O/W/O and EGCG in W/O/W EGs. Both co-delivery O/W/O and W/O/W showed anti-inflammatory bioactivity.