Whey protein isolate nanofibrils (WPNFs) can be used as a novel stabilizer in the Pickering emulsion system to improve the water solubility, stability and bioavailability of lipophilic bioactive ingredients. In this study, conjugated linoleic acid (CLA) and WPNFs were used to prepare a stable Pickering emulsion. We used a transmission electron microscope, low-temperature scanning electron micrographs and other methods to evaluate the micromorphology, surface hydrophobicity and structural units of the obtained WPNFs. Compared with whey protein isolate/CLA Pickering emulsion, the WPNFs/CLA Pickering emulsion has greater ability to remove 2,2-Diphenyl-1-picrylhydrazyl and 2,2′-amino-di(2-ethyl-benzothiazoline sulphonic acid-6) ammonium salt free radicals. Furthermore, the WPNFs/CLA Pickering emulsion has a more stable effect in terms of droplet size and zeta potential over a wider range of ionic strength and temperature conditions. These findings indicate that Pickering emulsion stabilized by WPNFs is more suitable as a carrier of CLA, as it increases the solubility of CLA and has better active applications in biology and food.