HAMLET is a complex of human α-lactalbumin (hLA) with oleic acid (OA) that kills various tumor cells and strains of Streptococcus pneumoniae. More potent protein-OA complexes were previously reported for bovine α-lactalbumin (bLA) and β-lactoglobulin (bLG), and pike parvalbumin (pPA), and here we explore their structural features. The concentration dependencies of the tryptophan fluorescence of hLA, bLA, and bLG complexes with OA reveal their disintegration at protein concentrations below the micromolar level. Chemical cross-linking experiments provide evidence that association with OA shifts the distribution of oligomeric forms of hLA, bLA, bLG, and pPA toward higher-order oligomers. This effect is confirmed for bLA and bLG using the dynamic light scattering method, while pPA is shown to associate with OA vesicles. Like hLA binding, OA binding increases the affinity of bLG for small unilamellar dipalmitoylphosphatidylcholine vesicles, while pPA efficiently binds to the vesicles irrespective of OA binding. The association of OA with bLG and pPA increases their α-helix and cross-β-sheet content and resistance to enzymatic proteolysis, which is indicative of OA-induced protein structuring. The lack of excess heat sorption during melting of bLG and pPA in complex with OA and the presence of a cooperative thermal transition at the level of their secondary structure suggest that the OA-bound forms of bLG and pPA lack a fixed tertiary structure but exhibit a continuous thermal transition. Overall, despite marked differences, the HAMLET-like complexes that were studied exhibit a common feature: a tendency toward protein oligomerization. Because OA-induced oligomerization has been reported for other proteins, this phenomenon is inherent to many proteins.