As proteins contain both hydrophobic and hydrophilic amino acids, they will readily adsorb onto interfaces between water and hydrophobic fluids such as oil. This adsorption normally causes changes in the protein structure, which can result in loss of protein function and irreversible adsorption, leading to the formation of protein interfacial films. While this can be advantageous in some applications (e.g., food technology), in most cases it limits our ability to exploit protein functionality at interfaces. To understand and control protein interfacial adsorption and function, it is necessary to understand the microscopic conformation of proteins at liquid interfaces. In this paper, molecular dynamics simulations are used to investigate the adsorption and conformation of two similar proteins, lysozyme and α-lactalbumin, at a water-octane interface. While they both adsorb onto the interface, α-lactalbumin does so in a specific orientation, mediated by two amphipathic helices, while lysozyme adsorbs in a non-specific manner. Using replica exchange simulations, both proteins are found to possess a number of distinct interfacial conformations, with compact states similar to the solution conformation being most common for both proteins. Decomposing the different contributions to the protein energy at oil-water interfaces suggests that conformational change for α-lactalbumin, unlike lysozyme, is driven by favourable protein-oil interactions. Revealing these differences between the factors that govern the conformational change at interfaces in otherwise similar proteins can give insight into the control of protein interfacial adsorption, aggregation, and function.