Gelled emulsions are promising alternatives to saturated fats, offering the ability to mimic the solid-like behavior of fat while incorporating healthier oils. Polysaccharides and proteins, known for their emulsifying and gelling properties, are commonly used in such systems. Recently, plant proteins have gained increasing attention due to the growing demand for alternative proteins and the rise of flexitarian and vegetarian diets. This review explores the use of plant proteins to structure gelled emulsions as potential substitutes for saturated fats, highlighting the challenges and opportunities of this approach. Physical treatments such as heating, sonication, and high pressure have been used to enhance the functional properties of plant proteins, improving their performance as gelling and emulsifying agents. These treatments have resulted in gelled emulsions with improved properties, such as higher G', increased yield stress, lower tan δ, and improved water absorption. Additionally, applying these physical treatments during emulsification has been shown to enhance system interactions. Incorporating polysaccharides into the protein network can result in a segregative or aggregative relation, potentially leading to a stiffer microstructure. Recent studies demonstrated that the combination of biopolymers resulted in structures with texture characteristics similar to those of fat, such as hardness, chewiness, and lubricity. Finding new correlations between structural properties and sensory aspects through tribological, rheological, and fundamental texture analyses could provide valuable information on the sensory perception of fat.