A facile approach was developed to modify chitin whiskers by reacting them with bromohexadecane, and the potential application of modified whiskers in structuring oil was evaluated. The results of Fourier transform infrared spectra (FT-IR), wide-angle X-ray diffraction (XRD), elemental analysis, solid 13C NMR, and differential scanning calorimeter (DSC) confirmed that the long alkyl chains were successfully introduced to the chitin whiskers and endowed them with improved hydrophobicity and thermal transition. By hot pressing the modified whiskers, the highly hydrophobic whisker sheets were constructed, showing high contact angles close to 150°. The hydrophobic interaction between the long alkyl chains and chitin backbone induced the crystal alignment with micro-nano structure, leading to the surface roughness and high hydrophobicity of the sheets. Furthermore, the modified whiskers could form a stable dispersion in sunflower oil, displaying a remarkable thickening effect. The viscosity of the oily suspension exhibited temperature dependence and shear-thinning behavior, suggesting great potentials to fabricate oleogel without adding any saturated fat. Furthermore, the intrinsic biocompatibility of α-chitin structure benefits its application in foodstuff, cosmetics, and medical fields.