The present work aimed to fabricate antioxidant particle-stabilized Pickering emulsions with outstanding protection of encapsulated nutraceuticals. Antioxidant ovotransferrin–gallic acid conjugates (OTGCONJ) were prepared using the alkaline method, and the electrostatic assembly technique was utilized to construct OTGCONJ–CMD particles with OTGCONJ and carboxymethyldextran (CMD) as the building blocks. After the investigation of the particle size, insoluble nature and intermediate wettability of the OTGCONJ–CMD particles, the OTGCONJ–CMD particles were verified as eligible Pickering stabilizers. Visual observation showed that the stable OTGCONJ–CMD particle-stabilized Pickering emulsion consisted of the emulsified phase alone. Rheological analysis revealed that the Pickering emulsion had a high viscosity and a gel-like structure. In terms of the protective effect, the OTGCONJ–CMD particle-stabilized Pickering emulsion could significantly retard curcumin degradation under UV light. An in vitro digestion study revealed that the OTGCONJ–CMD particle-stabilized Pickering emulsion improved both the extent of lipolysis and curcumin bioaccessibility remarkably, suggesting that the OTGCONJ–CMD particle-stabilized Pickering emulsion was an excellent nutraceutical delivery vehicle. The novel findings in this work could have important implications for the design of nutraceutical-loaded Pickering emulsions with an excellent protective effect and nutraceutical delivery efficiency.