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,:);