In this paper, the food-grade gelatin nanoparticles (GNPs) were prepared by a two-step desolvation method and using genipin as a cross-linker. The GNPs with narrow size distribution and good dispersion could be obtained only at pH 12. The effect of the genipin dosage (8–12 wt%) on the GNPs was systematically investigated. The results showed that the cross-linking degree of the GNPs increased with the increasing dosage of genipin, thus leading to a more obvious cross-linking morphology observed from scanning electron microscope (SEM). The obtained GNPs showed a good dispersibility with a size range of 386–438 nm. However, the GNPs cross-linked by 8 wt% genipin dosage revealed a relatively higher size because of the aggregation induced by hydrogen bond. The 10 wt% group had good thermal stability and storage stability. The optical microscopy results showed that the Pickering emulsions (30–50 vol% internal phase) stabilized by the GNPs had good uniformity and stability, even after 30 days of storage time, suggesting that the stable GNPs had great potential in food-grade Pickering emulsions.