Over the past decade, Pickering emulsions (PEs) stabilized by protein particles have been the focus of researches. The characteristics of protein particles at the oil-water interface are crucial for stabilizing PEs. The unique adsorption behaviors of protein particles and various modification methods enable oil-water interface to exhibit controllable regulation strategies. However, from the perspective of the interface, studies on the regulation of PEs by the adsorption behaviors of protein particles at oil-water interface are limited. Therefore, this review provides an in-depth study on oil-water interfacial adsorption of protein particles and their regulation on PEs. Specifically, the formation of interfacial layer and effects of their interfacial characteristics on PEs stabilized by protein particles are elaborated. Particularly, complicated behaviors, including adsorption, arrangement and deformation of protein particles at the oil-water interface are the premise of affecting the formation of interfacial layer. Moreover, the particle size, surface charge, shape and wettability greatly affect interfacial adsorption behaviors of protein particles. Importantly, stabilities of protein particles-based PEs also depend on properties of interfacial layers, including interfacial layer thickness and interfacial rheology. This review provides useful insights for the development of PEs stabilized by protein particles based on interfacial design.