The action of antioxidants to delay lipid oxidation in fats and oils is well known although most of the information is related to their effects at room temperature during storage or at the moderate temperatures of the accelerated tests to measure oil stability. However, oxidation at the high temperatures of food processes like frying, is more complex because the availability of air is unknown and both oxidative and thermal reactions are simultaneously involved. In this review, the main studies defining the action of natural and synthetic antioxidants at frying temperatures are summarized. This review has been divided into two main parts concerning the information on natural antioxidants, i.e. tocopherols and other phenolic compounds present in specific oils like olive, sesame and rice bran oils, and on synthetic antioxidants, i.e. BHA, BHT and TBHQ.