Colloidal particles generated from plant-derived proteins and polysaccharides have high potential as particulate stabilizers since they are environmentally friendly, biocompatible, and biodegradable. It has also been shown that amphiphilic anisotropic particles are more effective particulate stabilizers at the oil/water interface. In this study, a one-dimensional all-in-one zein nanoparticle/cellulose nanofiber hybrid nanostructure (ZCHN) was successfully prepared by self-assembling hydrophilic cellulose nanofibers (CNFs) and hydrophobic zein nanoparticles (ZNPs). The synthetic approach is based on the antisolvent-induced deposition of uniform and discrete ZNPs on the surface of CNFs, with the electrostatic interaction between the two thought to be the main factor for their binding. Furthermore, the microstructure of the generated ZCHN can be easily tuned by the initial mass ratio of zein and CNFs. When compared to ZNPs or CNFs alone or their simple mixture, the emulsion stabilized with ZCHN displayed better long-term, high-temperature, and centrifugation stability. The efficient reduction of oil/water interfacial tension, neutral wettability, and more uniform and high coverage of ZCHN on the droplet surface were the reasons for such better emulsion stability. As an illustration, the resulting emulsion protected β-carotene effectively, exhibiting a significant improvement in stability under UV radiation and high temperature. Therefore, the prepared biocompatible Pickering emulsion is anticipated to have promising applications for the preservation and delivery of fat-soluble bioactive compounds.