Pickering emulsions stabilized by polysaccharides and protein complexes have attracted increasing attention. Exploring their interfacial activities and adsorption behaviors at the oil–water interface is of great significance for deepening our understanding of the emulsification mechanism and improving the properties of polysaccharide/protein-stabilized emulsions. Here, cellulose nanocrystals (CNCs) with rod-like structures and spherical β-lactoglobulin (β-LG) proteins were selected as representative stabilizers. We initially investigated the interaction between the 2 at pH 2.0–7.0 through a multiscale approach. Then, oil–water interfacial tension tests were used to assess the interfacial activities of CNCs and β-LG, revealing that β-LG exerted primary influence over the interfacial behavior in their complexes. Meanwhile, quartz crystal microbalance with dissipation was used to monitor the interfacial adsorption behaviors of CNCs, β-LG, and CNC/β-LG complexes, demonstrating that the interfacial layer formed by the CNC/β-LG complexes on the oil film (∼696.7 ng/cm2) was thicker and more stable compared with that formed by individual CNCs (∼48.4 ng/cm2) or β-LG (∼87.1 ng/cm2). Finally, we applied the CNC/β-LG complexes as stabilizers in Pickering emulsions and the emulsions prepared with the complexes at concentrations above 0.8 wt% exhibited storage stability for up to 28 d which confirmed their exceptional emulsifying ability and practical value. This study provides profound insights into the interfacial behavior of polysaccharide–protein complexes in Pickering emulsions and is expected to facilitate the design of novel food-grade emulsifiers.