The use of olive oil with cooking purposes, as final seasoning or within cooked foods is increasing worldwide due to its numerous nutritional and health benefits. These attributes are mainly determined by olive oil chemical composition, which can be altered after thermal processing, oxidation processes, or incorrect practices. For this reason, and due to the numerous factors which have influence in olive oil quality, the correct chemical characterization is highly relevant. In this study, fatty acid composition of four extra virgin olive oil (EVOO) varieties was studied. The major fatty acid (FA) determined was oleic acid (77.1% on average), followed by palmitic (11.5% on average). In addition, thermal oxidation behaviour of the four EVOO samples was studied as an indicator of their quality and stability during thermal processing. This was performed through differential scanning calorimetry (DSC) from a temperature of 40°C at six different heating rates in the range of 0.5–10°C min⁻¹. DSC records showed the same pattern and a small shoulder in the thermo-oxidation peak was present for all samples and all heating rates. The presence of initial and final oxidation products (by monitoring K232 and K270 values, respectively) was discarded according to the International Olive Council method.