In this article, the main studies on frying performance of olive-extracted oils, namely, virgin olive oils, olive oils and olive-pomace oils, are reviewed and discussed in relation to other vegetable oils. Firstly, the most relevant compositional data of olive-extracted oils and commonly used vegetable oils are reported, including modified seed oils developed for frying uses. The influence of the degree of unsaturation and of the minor compounds with protective effect during frying are discussed, with special reference to tocopherols, other phenolic compounds, phytosterols and squalene. Results on comparative behavior of olive-extracted oils and other vegetable oils reflect that all olive-extracted oils show great stability to thermal oxidation and are highly suitable for frying, due to their high content of oleic acid, low content of polyunsaturated fatty acids and occurrence of minor components with antioxidant activity or protective effects. Among olive-extracted oils, the scarce information published on used frying pomace-olive oils is noted.