It is important to have larger proportions of health-beneficial polyunsaturated lipids in foods, but these nutrients are particularly sensitive to oxidation, and dedicated strategies must be developed to prevent this deleterious reaction. In food oil-in-water emulsions, the oil–water interface is a crucial area when it comes to the initiation of lipid oxidation. Unfortunately, most available natural antioxidants, such as phenolic antioxidants, do not spontaneously position at this specific locus. Achieving such a strategic positioning has therefore been an active research area, and various routes have been proposed: lipophilizing phenolic acids to confer them with an amphiphilic character; functionalizing biopolymer emulsifiers through covalent or noncovalent interactions with phenolics; or loading Pickering particles with natural phenolic compounds to yield interfacial antioxidant reservoirs. We herein review the principles and efficiency of these approaches to counteract lipid oxidation in emulsions as well as their advantages and limitations.