The use of cricket protein in emulsions is in line with the growing interest in sustainable food sources, as crickets require minimal resources and produce lower greenhouse gas emissions than traditional livestock. Research in this area suggests that incorporating cricket protein into emulsions not only improves their nutritional value but also contributes to the development of environmentally friendly and functional food products. This study proposes the use of cricket protein for the stabilization of emulsions formulated with avocado oil as a dispersed phase. This oil is rich in monounsaturated fats, particularly oleic acid, and a variety of bioactive compounds. In the first part of this study, we assessed the influence of the emulsifier concentration and found that 2 wt.% is the optimum because a depletion flocculation effect was produced. Subsequently, processing was optimized using ultrasonication so that the higher energy input produced emulsions with a droplet diameter of less than 700 nm. Finally, rhamsan gum was added to the formulation, producing emulgels with improved pseudoplastic behavior and physical stability. This study demonstrates that cricket protein in combination with rhamsan gum is capable of forming stable, low-droplet-size emulgels with potential applications in encapsulation systems.