Plant sterols are subjected to oxidation when exposed to air and, especially, when heated at high temperatures. We developed a method to study thermo-oxidation of plant sterols. The method consisted of cold saponification, purification of oxides by solid-phase extraction and gas chromatography analysis. To compensate for losses during the procedure, an internal standard was added before saponification. The method showed good recovery of added cholesterol oxides, separation of plant sterol oxides and reproducibility in detecting thermo-oxidation products of stigmasterol and rapeseed oil. Based on this study, the major products are 7-hydroxy, 5,6-epoxy and 7-keto compounds and oxides are formed faster in bulk stigmasterol than in rapeseed oil.