The health benefits of extra virgin olive oil (EVOO) are far proven. However, considering that this oil is consumed also cooked, this work aimed to evaluate the impact of different cooking techniques on human colorectal adenocarcinoma cells (Caco-2) exposed to in vitro digested EVOO. In particular, the effect of different cooking methods, namely sauteing, deep-frying, and Roner®, was assayed and compared to a raw EVOO sample. The Caco-2 cell lysates were analyzed through an untargeted lipidomics approach, and multivariate statistics were used to identify the marker compounds of the differences in cells' lipidomic signatures. Despite representing the cooking at the lowest temperature (but longer time), cells exposed to Roner® cooked EVOO presented the most distinguished lipidomic profile. The markers of differences in Caco-2 could be related to oxidative stress-related compounds such as oxidized glutathione, diketogulonic acid, ceramides, and diglycerides. Taken together, our findings indicate that the differences in EVOO composition determined by cooking could impose significant lipidomic perturbation on the human intestinal cells.