Legislation and concerns about health effects of trans and saturated fatty acids have led to elimination or reduction of them in foods formulation. One of the alternatives for structuring food with healthy ingredients is using food-grade biopolymers such as proteins or polysaccharides to formulate hydrogels. The aim of the present work was to study the relationship among formulation, gelation kinetics, structure, and rheological properties of sodium caseinate (NaCas)/sunflower oil hydrogels prepared from nanoemulsions. NaCas was used as stabilizer in concentrations of 1, 2, 3, or 4 wt.%. Sucrose was also added in 2, 4, 6, or 8 wt.% to the 4-wt.% nanoemulsion. Gelation kinetics was studied by two methods: oscillatory rheometry and Turbiscan. Although gelation time values were significantly different between methods, tendencies were similar: values decreased with increasing protein and sucrose contents. However, the most influential factor on gelation time was the ratio glucono-delta-lactone (GDL)/NaCas. Structure was analyzed by confocal laser scanning microscopy and synchrotron X-ray microtomography. Low-protein content hydrogels (1 or 2 wt.%) had an inhomogeneous structure containing nano- and conventional-size droplets while the 4-wt.% hydrogel kept the initial structural characteristics: homogeneity in dispersed phase distribution and non-aggregated nanodroplets. Sucrose improved structure in terms of homogeneity. Analyses of X-ray microtomoghraphy data showed that while the porosity diminished, the wall width increased with increasing protein and sucrose contents. The hydrogel formulated with 4 wt.% NaCas and 8 wt.% sucrose showed a structure with nanodroplets evenly distributed and the highest G′∞ values of all hydrogels.