A gas chromatography–mass spectrometry (GC–MS) method was developed to simultaneously separate cholesterol, eight cholesterol oxidation products (COPs), and two conjugated linoleic acids (9-cis,11-trans-CLA and 10-trans,12-cis-CLA) and to evaluate their stability in a model system during heating. Among four capillary columns tested, an Equity-5 column with low-polar stationary phase provided better resolution within 30min. A high-performance liquid chromatography method was also developed to determine cholesterol hydroperoxides by using a YMC C30 column with diphenyl-1-pyrenylphosphine as fluorescence reagent. No formation of COPs or degradation of cholesterol and CLAs occurred at 100°C, but the levels of COPs rose drastically at 150°C. The first-order rate of cholesterol degradation declined following a rise in CLA concentration. For 0-, 100-, and 500-μg/ml CLA levels, the formation profiles of 7-hydroxycholesterol, 7-ketocholesterol, and 5,6-epoxycholesterol at 150°C were fitted as multiple first-order curves, whereas a single first-order model could adequately describe 7-hydroperoxycholesterol and cholestane-3β,5α,6β-triol formation. A CLA-to-cholesterol mole ratio of 0.49 was required to prevent cholesterol oxidation at 150°C.