Droplet-stabilized emulsions (DSEs) were made from oil droplets coated with whey protein microgel (WPM) particles. The WPM particles with z-average hydrodynamic diameters of 270.9 ± 4.7 and 293.8 ± 6.7 nm were obtained by heating whey proteins with 10 mM phosphate buffer, pH 5.9 (-PB) and no buffer (-NPB), respectively. The primary emulsions coated by WPM-NPB and WPM-PB particles had mass fractal dimensions of ∼2.75, as determined by small- and ultra-small-angle neutron scattering (SANS and USANS). The size of the subsequently formed DSEs (D32 ≈ 7-23 μm), which were stabilized by the primary emulsion droplets, made with either WPM-NPB (termed DSE-NPB) or WPM-PB (termed DSE-PB) was dependent on the concentration of the primary emulsion (10-60 wt %) in the aqueous phase. At the DSE-NPB interface, the adsorbed primary emulsion droplets formed a fractal network with a surface fractal dimension of about 3, indicating a rough interfacial layer. Combined SANS and USANS allowed a comprehensive understanding of the multilength scale structures from WPM particles to DSEs.