High internal phase emulsions (HIPEs), also called highly concentrated emulsions with a minimal internal phase volume fraction of 74%, have been paid increasing attention in the development of functional foods due to their high potential in loading with large amounts of hydrophobic nutriceuticals. In the present study, HIPEs stabilized by polyphenol-amyloid supramolecular filaments were prepared for encapsulation of olive oil and loading with lutein. Binding and stacking of the green tea polyphenol epigallocatechin gallate (EGCG) on the surface of amyloid fibrils fabricated from hen egg lysozyme resulted in the hybrid supramolecules, which assembled to form hydrogels. The amyloid fibril clusters shrouded by EGCG were observed in the microstructure of the hydrogels characterized by atomic force microscopy (AFM). HIPEs stabilized by the EGCG-amyloid fibril supramolecules showed the typical microstructure of highly packed polyhedral geometric oil droplets. The gel strength of the HIPEs stabilized by the hybrid supramolecules was greater than that of HIPEs stabilized by pure amyloid fibrils. The droplet size of the HIPEs first decreased and then increased with the increase of EGCG contents in the hybrid supramolecules, which was consistent with the corresponding emulsion morphologies obtained from the images of confocal laser scanning microscopy (CLSM). Aggregation of the protein-based nanofibrils appeared in the continuous phase at higher EGCG contents. The droplet size of the HIPEs decreased with the increase of the amyloid fibril concentration, accompanied by more packed and homogenously dispersed lipid droplets, as shown in the CLSM images. A high loading content of lutein of up to 10 mg/mL in the prepared HIPEs was realized, and the stability of lutein against ultraviolet irradiation, heat, iron, and hydrogen peroxide was promoted significantly. In addition, encapsulation with the HIPEs prevented the oxidization of olive oil, and this effect was enhanced with the increase of the EGCG content in the hybrid supramolecules ranging from 0 to 0.25 wt %. The protection function of the HIPEs might be ascribed to the membrane of interfacial amyloid fibrils and the crowded oil droplet environment, both of which could shield the pro-oxidation factors.