Pickering emulsions (emulsions stabilized by particles) are receiving increasing interest for application in the food field due to their high physical stability and clean label appeal. Among the food-grade particles used for Pickering stabilization, protein microgels stand out due to their elastic properties and surface-active character. Protein solutions can be converted to protein microgel dispersions by controlled aggregation of the macromolecules (bottom-up) or disruption of bulk gel (top-down) techniques. The microgel dispersion is then used as the continuous phase to produce Pickering emulsions. Continuous and disperse phases are homogenized either by low-energy (membrane emulsification and microfluidics) or high-energy methods (rotor-stator homogenization, high-pressure homogenization, and sonication), forming an oil/water emulsion. In addition, the encapsulation of lipophilic bioactive compounds may be accomplished by solubilizing these substances in the disperse phase. Here, we describe the main methodologies to produce protein microgel particles and how to use such particles to stabilize Pickering emulsions, respectively.