Oleogel that based on Pickering emulsion was prepared by combining ovalbumin, xanthan gum and tannin acid with rapeseed oil-low erucic acid and shearing at high speed. The effects of the addition of xanthan gum and tannic acid on the properties of oleogel based on Pickering emulsion were studied. And the properties of the cake made by the oleogel based on Pickering emulsion were also investigated. The results showed that the oil phase of the oleogel could reach up to 70% and it was gelatinous semisolid with viscoelasticity. The addition of xanthan gum and tannic acid could reduce the particle size of oleogel and increase Zeta potential value more than 30 mV. The oleogel had good thermal stability and the addition of xanthan gum and tannic acid improved its freeze-thaw stability and inoxidizability. Last, the oleogel was applied to make a cake. The oleogel formed by ovalbumin, xanthan gum and tannic acid had better foaming stability and water retention, which made the cake sponge structure softer. The results of texture showed that the hardness and elasticity of the cake reached the commercial level.