Here, we investigated the effects of frying process on the formation of advanced glycation end products (AGEs) in shrimps using Penaeus vannamei as the raw material. The results showed that the oil, malondialdehyde, fluorescent AGEs, carboxymethyl lysine (CML), methylglyoxal hydroimidazolone (MG-H1) and the outer layer carboxyethyl lysine (CEL) content was higher in the fried shrimps than that in the raw unfried shrimps. The outer layer CML, CEL and inner CEL, MG-H1 values all reached the maximum after the first batch of frying (22.43 mg/kg, 304.24 mg/kg, 83.76 mg/kg, and 169.42 mg/kg respectively). However, fluorescent AGEs and MG-H1 of the outer layer reached the maximum after the fifth and fourth batches of frying (1230.0 AU/g and 341.63 mg/kg). Malondialdehyde, fluorescent AGEs, CML, MG-H1, and CEL concentration in the fried shrimps firstly increased and then decreased to stabilization with more frying batches, with higher content in the outer layer of fried shrimps.