Abstract In this study, sesame hull oil (SHO) was extracted to characterise its composition. SHO was heated to determine the volatiles and their effect on the quality of cold-pressed dehulled sesame oil (SO). Seventeen fatty acids, four lignans (1088.65 mg/100 g), tocopherols (284.17 mg/100 g) mainly in the γ-form, and sterol (1722.16 mg/100 g, 4.67 times more than in sesame kernel oil) were detected in SHO. After heating, the volatiles found in SHO were mainly aldehydes and acids, represented by hexanal (fatty, green aroma) and 3-methyl-butanoic acid (fatty, rancid aroma), respectively. The acid value, peroxide value, anisidine value, and turbidity of SO increased significantly after adding SHO, and the scavenging ability of 2,2-diphenyl-1-picrylhydrazyl (DPPH) was enhanced. The oxidation induction times of SO with the addition of SHO ranged from 8.93 to 9.53 h. The present study provides information about SHO and a new direction for the utilisation of sesame hulls.