In this study, we compared the quality of iron walnut oil (IWO) oleogels prepared with different oleogelators, including γ-oryzanol/β-sitosterol (OZ-PS), γ-oryzanol/triglyceride (OZ-TC), monoglycerides (MGS), beeswax (BW), beeswax-monoglycerides (BW-MGS), and carnauba wax (CW). The physicochemical and component properties, rheological and textural parameters, macroscopic morphologies, and antioxidant capacities of the resulting oleogels were analyzed. In addition, their microscopic properties were analyzed using Fourier-transform infrared (FTIR), X-ray powder diffraction (XRD) spectroscopy, and polarized light microscopy (PLM). The results showed that the gel structures produced by different oleogelators did not change the fatty acid composition of IWO. In addition, the IWO oleogel prepared with OZ-PS had a more stable network structure, excellent hardness at 4℃ (1116.51 g), better antioxidant capacity (766.50 μmol TE/kg) and higher total phenolic content (14.98 mg/kg) than any other experimental IWO oleogels. Moreover, comprehensive ranking by principal component analysis of numerous characteristics showed that the OZ-PS oleogel (2.533) ranked first among the six oleogels studied. Therefore, the IWO oleogel prepared with OZ-PS is a promising product, and our results provide guidance for the preparation of IWO oleogels, such as to increase their applications in the food industry.