Diatoms are unicellular eukaryotic organisms that play a key ecological and biogeochemical role in oceans as major primary producers. Recently, these microalgae have also attracted interest as a promising source of functional products with widespread relevance. Progress in the knowledge of cell and molecular biology of diatoms is envisaged as a key step to understanding regulation of their life cycle in marine environments as well as facilitating their full and profitable exploitation by biotechnological platforms. Recently, we identified sterol sulfates (StS) as regulatory molecules of cell death in the diatom Skeletonema marinoi. As these compounds may have a general role in diatom physiology and chemical signals in aquatic systems, we investigated a suitable tool for their analysis in laboratory and field samples. Herein, we describe a sensitive, fast, and efficient ultra performance liquid chromatography–mass spectrometry (UPLC–MS) method for qualitative and quantitative analysis of StS from crude extract of diatoms and other microalgae. The method was applied to 13 different strains of our collection of marine protists. This first study suggested a species-specific distribution of StS and identified the sulfated derivatives of 24-methylene cholesterol and 24-methyl cholesterol as the most common members in diatoms.