Natural cellulose has been used as a coating to stabilize oil-in-water (o/w) emulsions by exploiting the amphiphilic character of the cellulose chains molecularly dissolved in the ionic liquid 1-ethyl-3-methylimidazolium acetate. Its cellulose coating exhibits a continuous amorphous structure which differs significantly from the cellulose particle stabilization used in Pickering emulsions. The structure of these cellulose-coated o/w emulsion particles, in particular the cellulose coating shell characteristics (thickness, porosity, and composition), is studied by using a combination of direct imaging methods such as cryogenic electron microscopy and fluorescence microscopy with small-angle neutron scattering measurements. This work suggests a unique multicompartment structure of the emulsion particles: an oil core, surrounded by an inner shell composed of a porous cellulose gel, encapsulated by a dense outer cellulose shell, a few nanometers in thickness. The thickness of the inner cellulose shell varies significantly. The nanoscale emulsion droplets exhibit a thickness of 10 +/- 3 nm, whereas the larger micron-sized droplets exhibit a thicker inner cellulose shell of 500-750 nm. It is also inferred that the cellulose shells contain water rather than oil.