In this study, essential oil oleogels were produced using eucalyptus, lavender, lemon peel and tea tree oils with sunflower and beeswax. The physicochemical, thermal, textural, and structural features of the oleogels were determined. For the essential oils used, an addition level of less than 15% of beeswax (BW) was insufficient to form stable oleogels, whereas an addition level of 10% of sunflower wax (SW) was sufficient to form stable oleogels. The acid and peroxide values of the gels were higher than those of the oils. All of the oleogels exhibited peaks around 3.70 and 4.10, indicating the presence of β' polymorphic forms. The hardness and stickiness values of the oleogels were influenced by the type and level of wax addition, as well as the viscosity of the oil used. Based on the thermal analysis results, the oleogels based on beeswax exhibited lower melting properties compared to those based on sunflower wax. The thermogravimetric data indicated that the polymeric matrices formed by the waxes, which depended on the type and level of wax addition, affected the vaporization of the volatiles. In conclusion, oleogels represent a green and sustainable approach for reducing the loss of volatile or bioactive compounds from various essential oils, which are widely used in the food, cosmetics, and pharmaceutical industries.