Amphiphilic Janus particles (AJP), composed of hydrophilic and hydrophobic hemispheres, are one of the simplest anisotropic colloids, and they exhibit higher surface activities than particles with homogeneous surface properties. Consequently, a ternary system of AJP, water, and oil can form extremely stable Pickering emulsions, with internal structures that depend on the Janus structure of the particles and the system composition. However, the detail of these structures has not been fully explored, especially for the composition range where the amount of the minority liquid phase and AJP are comparable, where one would expect the Janus characteristics to be directly reflected. In this study, we varied the volume ratio of the particles and the minority liquid phase, water, by 2 orders of magnitude around the comparable composition range, and observed the resultant structures at the resolution of the individual particle dimensions by optical microscopy. When the volume ratio of water is smaller than that of the Janus particles, capillary interactions between the hydrophilic hemispheres of the particles induce micelle-like clusters in which the hydrophilic sides of the particles face inward. With increasing water content, these clusters grow into a rodlike morphology. When the water volume exceeds that of the particles, the structure transforms into an emulsion state composed of spherical droplets, colloidosomes, because of the surface activity of particles at the liquid-liquid interface. Thus, we found that a change in volume fraction alters the mechanism of structure formation in the ternary system, and large resulting morphological changes in the self-assembled structures reflect the anisotropy of the particles. The self-assembly shows essential commonalities with that in microemulsions of surfactant molecules, however the AJP system is stabilized only kinetically. Analysis of the dependence of the emulsion droplet size on composition shows that almost all the particles are adsorbed at the water-oil interface; i.e., the particles show ideal surface activity.