α-Tocopherol has been widely used in medicine, cosmetics, and food industry as a nutritional supplement and antioxidant. However, α-tocopherol showed low bioaccessibility, and there is a widespread α-tocopherol deficiency in society today. The preparation of oil-in-water emulsions with high safety and low-calorie property is necessary. The aim of this research was to investigate the effects of different protein emulsifiers (whey protein isolate (WPI), soy protein isolate (SPI), and sodium casein (SC)) on the properties of emulsions delivery system, and diacylglycerol (DAG) was picked as a low-accumulated lipid. The interfacial changes, microstructural alterations, and possible interactions of the protein-stabilized DAG emulsions were investigated during the in vitro digestion. The results show that different proteins affect the degree of digestibility and α-tocopherol bioaccessibility of the emulsions. Both WPI- and SPI-coated emulsions showed good digestibility and α-tocopherol bioaccessibility (77.64 ± 2.93%). This might be due to the strong hydrolysis resistance of WPI (β-lactoglobulin) and the good emulsification ability of SPI. The SC-coated emulsion showed the lowest digestibility and α-tocopherol bioaccessibility, this might be due to the emulsification property of hydrolysis products of SC and the potential interaction with calcium ions. This study provides new possibilities for the application of DAG emulsions in delivery systems.