The evolution of the abundance of the different types of aldehydes, including those that are genotoxic and cytotoxic, oxygenated α,β unsaturated, in the headspace of extra virgin olive, sunflower and virgin linseed oils, submitted to frying temperature for prolonged periods of time, in a discontinuous industrial fryer, was analysed. Very close relationships were found between the abundance of the aldehydes in the three oils at a certain heating time and the original oil composition in the main components. The equations that related these parameters, which can be used for predictive purposes, show not only which acyl group each aldehyde comes from, but also its quantitative influence. This is the first time that the presence of 4-oxo-(E)-2-decenal, and 4-oxo-(E)-2-undecenal have been detected, not only in frying oils, but also in foods. Furthermore, the concentration of aldehydes such as 4-hydroxy-(E)-2-nonenal, (E)-4,5-epoxy-(E)-2-decenal, 4-hydroxy-(E)-2-hexenal, and 4-oxo-(E)-2-nonenal have been determined simultaneously for the first time in these edible oils submitted to frying temperature. The fact that significant concentrations of these toxic compounds were found in some oils before the oil reached 25% of the polar compounds is a cause of concern for human health.