Sterols and triterpenic alcohol analyses are one of the officially established parameters for assessing the authenticity of virgin olive oil (VOO). Most of the applications described for sterol analysis, including the official method, only allow the determination of the total sterol content but not its distribution in free or esterified form. This work proposes a two-dimensional liquid chromatography/high-resolution mass spectrometry (2D-LC-HRMS) method for the simultaneous analysis of triterpenic alcohols, free sterols and steryl esters. A reversed phase liquid chromatography (RPLC)-RPLC coupling was performed through a multiple heart-cutting interface equipped with an active solvent modulation (ASM) valve. Additionally, a selection valve was coupled to the 2D-LC system, allowing the simultaneous data acquisition from both dimensions in a single analysis. A simplified sample treatment based on solid phase extraction was also proposed to avoid tedious steps such as saponification or derivatization before gas chromatography analysis. To evaluate the content of these compounds in different olive oil categories, the proposed 2D-LC-HRMS system was applied to a set of samples from different commercial olive oil categories (extra virgin olive oil, virgin olive oil, olive oil, pomace olive oil) and sunflower oil. The results revealed significant differences in the distribution of free and esterified sterols of the analyzed samples, highlighting the free/esterified sterol ratio as a powerful tool to unveil olive oil fraud practices and fat manipulation.