This study aimed to extract sturgeon oil (SO) from the sturgeon head and apply it to sturgeon meat to produce surimi gel. The effects of SO and its Pickering emulsion on the qualities of surimi gel were investigated. The results demonstrated that Pickering emulsions improved the quality deterioration of the gel caused by the direct addition of SO, especially the soy isolate protein (SPI) emulsion and the pea isolate protein (PPI) emulsion. Pickering emulsions contributed to a more uniform and compact network structure of the gel, improved the texture properties, enhanced the freeze-thaw stability, and reduced lipid oxidation. Additionally, compared to the addition of exogenous lipids such as peanut oil and linseed oil, SO and its Pickering emulsion better maintained the characteristic flavor of sturgeon surimi gel. This study provides valuable data and feasible ideas for expanding the utilization of sturgeon by-products and developing new types of surimi gel products.