The interfacial stabilization mechanisms have been thoroughly researched in high internal phase Pickering emulsion (HIPPE), yet the role of fluid-fluid interaction between the water and oil phases at the interfaces in determining HIPPE stability has attracted comparatively less attention. Thus, this study adopted an assembly strategy to prepare egg yolk low-density lipoprotein (LDL) complexes with Auricularia auricula polysaccharide (AAP), aiming to enhance the functionality while regulating the fluid-fluid interaction strength at the oil-water interface by tuning the proteoglycan ratio to modulate HIPPE stability. AAP was assembled with LDL via hydrogen bonding and electrostatic interactions, with a higher protein ratio enhancing these intermolecular interactions. According to the Raman spectroscopy, stronger fluid-fluid interactions were observed with increasing protein concentrations. AAP-LDL assembly complexes provided superior physical stability to HIPPE than that of LDL. HIPPE stabilized by the assembly complexes successfully delivered quercetin and enhanced lipid digestion. This research augments the HIPPE stability theoretical system and contributes to the improved physical stability of HIPPE-based functional foods in industrial applications.