Fresh fillets of Atlantic hake were stored at -18 degrees C for 120 days and changes in lipid composition and the formation of cholesterol oxidation products (COP) during storage and subsequent grilling were evaluated. Fresh hake showed low COP levels (8.0 microg/g, dry basis); however, a significant increase in COP (P < 0.02) and a concomitant decrease in the cholesterol and polyunsaturated fatty acids content during frozen storage and after grilling were observed. The main cholesterol oxides present in the analyzed samples were: 19-Hydroxycholesterol, 24(S)-hydroxycholesterol, 22(S)-hydroxycholesterol, 25-hydroxycholesterol, 25(R)-hydroxycholesterol and 7-Ketocholesterol. The oxides which were more influenced by the thermal treatment were 24(S)-OH and 25(R)-OH; however, after 120 days of storage 7-ketocholesterol was the main product formed. Frozen storage and subsequent grilling under domestic conditions are important factors in damage of cholesterol and unsaturated fatty acids levels, with consequent production of cholesterol oxides, although the mechanism of the formation of these compounds by the different processes is probably different.