Oxysterols are produced physiologically by many species; however, their distinct roles in regulating human physiology have not been studied systematically. The role of differing oxidation states and sites in mediating their biological functions is also unclear. As oxysterols have been associated with atherosclerosis, neurodegeneration, and cancer, a better understanding of their protein targets is desirable. To address this, we mapped the oxysterol interactome with three A- and B-ring oxidized sterols as well as 25-hydroxy cholesterol using thermal proteome profiling, validating selected targets with the cellular thermal shift assay and isothermal dose response fingerprinting. This revealed that the site of oxidation has a profound impact on target selectivity, with each oxysterol possessing an almost unique set of target proteins. Overall, targets clustered in pathways relating to vesicular transport and phosphoinositide metabolism, suggesting that while individual oxysterols bind to a unique set of proteins, the processes they modulate are highly interconnected.