Steroids are called the “fingerprint” of oils, fats, and their derivatives. Different classes of steroids may be present in these matrices. Most of the methods developed to analyze these constituents involve the determination of free steroid content, although their conjugated forms are extremely important in determining the total composition. Thus, this article demonstrates that the coupling of sequential mass spectrometry and high-performance liquid chromatography obtained high sensitivity and high specificity of mass resolution to identify and quantify the main classes of steroids. Four methods were developed to quantify steroids free, esterified, glucosides, and acylated glucosides by internal standardization using betulin. The main validation parameters were tested and demonstrated good correlation results for the methods. The content of free steroids was the majority in all samples, whereas the content of glucoside steroids was the least abundant. The contents of free steroids quantified in the degummed soybean oil were significantly reduced in relation to the refined oil. A small amount of esterified steroids was superior in refined soybean oil than in degummed oil. Comparing the steroid content between degummed oil and biodiesel, we found that the concentration of free and esterified steroids decreases in the conversion to biodiesel, whereas the concentration of glucoside steroids increases slightly.