Pickering emulsions are emulsion systems stabilized by solid particles at the interface of oil and water. Pickering emulsions are considered to be natural, biodegradable, and safe, so their applications in various fields—such as food, cosmetics, biomedicine, etc.—are very promising, including as a vehicle for essential oils (EOs). These oils contain volatile and aromatic compounds and have excellent properties, such as antifungal, antibacterial, antiviral, and antioxidant activities. Despite their superior properties, EOs are prone to evaporation, decompose when exposed to light and oxygen, and have low solubility, limiting their industrial applications. Several studies have shown that EOs in Pickering emulsions displays less sensitivity to evaporation and oxidation, stronger antibacterial activity, and increased solubility. In brief, the application of Pickering emulsions for EOs is interesting to explore. This review discusses recent progress in the application of Pickering emulsions, particularly as EO carriers, drug carriers, antioxidant and antimicrobial carriers, and in active packaging.