Atlantic cod (Gadus morhua), with the largest fishing amount worldwide, is commonly consumed as low value-added products, yet is regarded as potential functional ingredients. In this study, we investigated the effects of high pressure treatments (20–100 MPa) on physicochemical and conformational properties of alkali-extracted cod proteins (CPs) and the relationship to the interfacial characteristics of the subsequent emulsions. The results revealed that high pressure enabled rearrangements of peptide chains of CPs, rendering significant increases of the surface hydrophobicity and the content of free sulfhydryl, which was effectively harnessed in emulsification thereof. The high pressure-treated proteins showed strong migration toward the oil-water interfaces where the interfacial storage modulus was strengthened by increasingly pressured homogenization. Finally, uniform, micrometer scale oil droplets (<1 μm) with a mechanically stabilized protein-coated shell can be obtained via this technique (100 MPa). The present study presents a robust yet simple route for effective and efficient modification of CPs, by high pressure with controlled intensities, that can be further utilized as functional ingredients such as emulsifiers.