In recent years, new approaches have been developed to limit the oxidation of oil-based food products by inhibiting peroxidation at the interfacial region. This review article describes and discusses these particular approaches. In bulk oils, modifying the polarity of antioxidants by chemical methods (e.g., esterifying antioxidants with fatty alcohol or fatty acids) and combining antioxidants with surfactants with low hydrophilic–lipophilic balance value (e.g., lecithin and polyglycerol polyricinoleate) can be effective strategies for inhibiting peroxidation. Compared to monolayer emulsions, a thick interfacial layer in multilayer emulsions and Pickering emulsions can act as a physical barrier. Meanwhile, high viscosity of the water phase in emulsion gels tends to hinder the diffusion of pro-oxidants into the interfacial region. Furthermore, applying surface-active substances with antioxidant properties (such as proteins, peptides, polysaccharides, and complexes of protein-polysaccharide, protein-polyphenol, protein-saponin, and protein-polysaccharide-polyphenol) that adsorb at the interfacial area is another novel method for enhancing oil-in-water emulsion oxidative stability. Furthermore, localizing antioxidants at the interfacial region through lipophilization of hydrophilic antioxidants, conjugating antioxidants with surfactants, or entrapping antioxidants into Pickering particles can be considered new strategies for reducing the emulsion peroxidation.