In this study, Pickering emulsion gels were prepared by the self-gel method based on kappa carrageenan (kC). The effects of particle stabilizers and polysaccharide concentrations on the microstructure, rheological characteristics, and texture of Pickering emulsion gels stabilized by xanthan gum/lysozyme nanoparticles (XG/Ly NPs) with kC were discussed. The viscoelasticity of Pickering emulsion gels increased significantly with the increase of kC and XG/Ly NPs. The results of temperature sweep showed that the gel formation mainly depended on the kC addition. The XG/Ly NPs addition could accelerate the formation of Pickering emulsion gels and increase its melting temperature (Tmelt), which is helpful to improve the thermal stability of emulsion gels. Cryo-scanning electron microscope (Cryo-SEM) images revealed that Pickering emulsion gel has a porous network structure, and the oil droplets were well wrapped in the pores. The hardness increased significantly with the increase of XG/Ly NPs and kC. In particular, the Pickering emulsion gel hardness was up to 2.9 Newton (N) when the concentration of kC and XG/Ly NPs were 2%. The results showed that self-gelling polysaccharides, such as kC, could construct and regulate the structure and characteristics of Pickering emulsion gel. This study provides theoretical support for potential new applications of emulsion gels as functional colloids and delivery systems in the food industry.