Emulsion gels were prepared with different proteins (whey protein isolate-WPI, sodium caseinate-CS, lactoferrin-LF, and soybean protein isolate-SPI) as the emulsifiers, and denatured WPI as the gelling agent. Effects of the interfacial proteins on gel structures and the delivery of β-carotene were investigated. Texture and rheology analysis revealed that the emulsion gels with WPI at the interface (WPI-EG) had the highest gel strength (fracture stress and storage modulus), followed by the gels with CS (CS-EG), SPI (SPI-EG), LF (LF-EG) at the interface. Cryo-SEM observation indicated more compact gel networks and higher gel coverage around oil droplets in WPI-EG and CS-EG. WPI-EG presented the highest water holding capacity, while LF-EG had the highest swelling rate. When the gels were used to deliver β-carotene, the interfacial protein also influenced the stability and release of β-carotene. It was found that β-carotene in emulsion gels with higher gel strength had lower degradation rate and higher half-life, and WPI-EG were able to retain the highest content of β-carotene after light and heat stability test. During in vitro digestion, the weaker gels structures of LF-EG were collapsed to a much higher extent than other gels, but higher release of oil droplets and β-carotene were observed in other gels. All the emulsion gels were able to slow the release of β-carotene in stomach and promote its release in small intestine. These findings provided novel information in designing the structures of emulsion gels for better delivery of bioactive compounds.