The effect of cooking (barbecue-grilling, boiling, microwaving, oven cooking and frying) on lipids, fatty acids (FAs) and lipid quality indices of the mussel Mytilus galloprovincialis was investigated. In general, all processing methods significantly (p < 0.05) modified the fatty acid profiles of mussels, although with major changes in fried samples, which exhibited the lowest saturated fatty acids and n-3 and highest polyunsaturated (PUFA) and n-6 FAs content. A significant decrease in the n-3 PUFA from the raw sample to five cooking methods was observed. The n-3/n-6 ratio decreased from raw (6.01) to cooked mussels, exhibiting the lowest value in fried ones (0.15). C20:5 n-3 and C22:6 n-3 significantly decreased during all cooking processes, and overall in fried mussels. It can be concluded that cooking does not compromise the nutritional quality of mussels except with frying, although it resulted in a decrease of the atherogenic and thrombogenic indices.