Oxysterols are produced physiologically by many species, however their distinct roles in regulating human (patho)physiology have not been studied systematically. The role of differing oxidation states and sites in mediating their biological functions is also unclear. As individual oxysterols have been associated with atherosclerosis, neurodegeneration and cancer, a better understanding of their protein targets would be highly valuable. To address this, we profiled three A- and B-ring oxidized sterols as well as 25-hydroxycholesterol using thermal proteome profiling (TPP), validating selected targets with the cellular thermal shift assay (CETSA) and isothermal dose response fingerprinting (ITDRF). 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. However, overall targets clustered in pathways relating to vesicular transport and lipid metabolism and trafficking, suggesting that while individual oxysterols bind to a unique set of proteins, the processes they modulate are highly interconnected.