The protective effect of sea bass protein (SBP)-(-)-epigallocatechin-3-gallate (EGCG) covalent complex-stabilized high internal phase (algal oil) Pickering emulsions (HIPPEs) on astaxanthin and algal oils was demonstrated in this study. The SBP-EGCG complex with better wettability and antioxidant activity was formed by the free radical-induced reaction to stabilize HIPPEs. Our results show that the SBP-EGCG complex formed dense particle shells surrounding the oil droplets, and the shells were crosslinked with the complex in the continuous phase to produce a network structure. The rheological analysis demonstrated that the SBP-EGCG complex endowed HIPPEs with high viscoelasticity, high thixotropic recovery, and good thermal stability, which were beneficial for three-dimensional (3D) printing applications. HIPPEs stabilized by SBP-EGCG complex were applied to improve the stability and bioaccessibility of astaxanthin and to delay algal oil lipid oxidation. The HIPPEs might become a food-grade 3D printing material served as a delivery system for functional foods.