Take a look at this page in the MATLAB documentation. I quote:

The following command loads all variables from the example file durer.mat:

load('durer.mat')

To load variables into a structure array, specify an output variable for the load function:

durerStruct = load('durer.mat')

So in this way you avoid using the workspace. Another possibility is described as well:

The matfile function allows you import part of a variable, which requires less memory than loading an entire variable. For example, load the first 50 rows from variable topo in topography.mat into a variable called partOfTopo:

topography = matfile('topography.mat');

partOfTopo = topography.topo(1:50,:);