GC-MS and GC-FTIR were complementarily applied to identify oxidation compounds formed under frying conditions in methyl oleate and linoleate heated at 180°C. The study was focused on the compounds that originated through hydroperoxide scission that remain attached to the glyceridic backbone in fats and oils and form part of non-volatile molecules. Twenty-one short-chain esterified compounds, consisting of 8 aldehydes, 3 methyl ketones, 4 primary alcohols, 5 alkanes and 1 furan, were identified. In addition, twenty non-esterified volatile compounds, consisting of alcohols, aldehydes and acids, were also identified as major non-esterified components. Furanoid compounds of 18 carbon atoms formed by a different route were also identified in this study. Overall, the composition of the small fraction originated from hydroperoxide scission provides a clear idea of the complexity of the new compounds formed during thermoxidation and frying.