Fried foods have potential adverse effects on health. However, the compounds produced during the process of frying in different vegetable oils are unknown. A metabolomics study was first conducted to analyze the changes of compounds in 8 different vegetable oils before and after heating without any foods and reveal the potential markers of frying oil. And then these markers were validated in used frying oil. Our results of metabolomics indicated that both heating or frying significantly changed the compounds of vegetable oils. The 36 markers associated with heating from the 8 different oils were identified in used frying oils and were common markers of frying oil. Additionally, 22 markers detected in only one vegetable oil were the unique markers of frying oils. These markers can be used to distinguish used frying oil and have potential to reveal the associated physiological harm.