The susceptibility of polyunsaturated fatty acids to oxidation severely limits their application in functional emulsified foods. In this study, the effect of sesamol concentration on the physicochemical properties of WPI-stabilized fish oil emulsions was investigated, focusing on the relationship between sesamol–WPI interactions and interfacial behavior. The results relating to particle size, zeta-potential, microstructure, and appearance showed that 0.09% (w/v) sesamol promoted the formation of small oil droplets and inhibited oil droplet aggregation. Furthermore, the addition of sesamol significantly reduced the formation of hydrogen peroxide, generation of secondary reaction products during storage, and degree of protein oxidation in the emulsions. Molecular docking and isothermal titration calorimetry showed that the interaction between sesamol and β-LG was mainly mediated by hydrogen bonds and hydrophobic interactions. Our results show that sesamol binds to interfacial proteins mainly through hydrogen bonding, and increasing the interfacial sesamol content reduces the interfacial tension and improves the physical and oxidative stability of the emulsion.