In this work, a simple and rapid SPE–GC–FID method for simultaneous determination of free tocopherols and phytosterols in vegetable oils was developed. The use of this SPE approach for the extraction of naturally occurring tocopherols and phytosterols provides advantages such as simplicity, high speed, and ease of use. The whole method was validated, and the limits of detection of tocopherols and phytosterols were 0.05 and 0.03 mg/100 g of oil, respectively. The precisions for the determination of tocopherols and phytosterols in vegetable oils were < 10.1% in relative standard deviations. The recoveries of selected tocopherols and phytosterols spiked at low, middle, and high concentrations ranged from 83.4 to 97.7%. The developed approach was successfully applied to the analysis of free tocopherols and phytosterols in rapeseed, sunflower seed, linseed, sesame, and maize oils.