We propose a chromatographic method for the separation of saturated and unsaturated fatty acids by a high-performance liquid chromatography system, equipped with a photo diode array detector. Central to the method is the use of an appropriate mobile phase composed of acetonitrile, methanol, and n-hexane in ratio 90:8:2 acidified with 0.2% acetic acid, which allows the detection of fatty acids without a preliminary derivatization with chromophores or fluorescent dyes. Calibration on solutions of standards mixtures gives a quantification limit (at a wavelength of 208 nm) of 0.232, 0.093, 0.039, 0.056, 0.068, 0.004, 0.0005, 0.067 mg/mL for the myristic, palmitic, palmitoleic, stearic, oleic, linoleic, linolenic, and erucic acids, respectively. The method, applied to different vegetable oils (olive, sunflower, soybean, and palm) was able to distinguish the main fatty acids and quantify their amount. Data reliability was tested by comparing our results (on the relative percentages of some fatty acids in the olive oil) with those obtained by gas chromatographic analysis. Differences of the order of 0.3%, 0.6%, 2%, and 6% were observed for the oleic, linoleic, palmitic, and linolenic acids. Although less accurate, our method proved to be a simple alternative to standard gas chromatographic technique, as it can be applied even using a simple UV detector.