The consumption of cold-pressed oils (CPOs) has continuously increased due to their health-promoting compounds, such as polyunsaturated fatty acid (PUFA), tocopherols, sterols, and polyphenols. This study focused on the estimation and comparison of the physicochemical properties and sensory quality of six CPOs: linseed oil (CPLO), pumpkin oil (CPPO), milk thistle oil (CPMTO), rapeseed oil (CPRO), camelina oil (CPCO), and sunflower oil (CPSO), which are the most popular in the Polish market. These oils were analysed for their fatty acid composition (FAC), their tocopherol, sterol, polycyclic aromatic hydrocarbon (PAHs), water, and volatile matter (WVM) contents, as well as their antioxidant activity (AA) and oxidative stability parameters. Moreover, quantitative descriptive analysis (QDA) was performed to obtain detailed information on the sensory profiles and quantitative data on the CPOs’ attributes that affected consumer acceptability and purchase intent. All of the analysed CPOs were rich in PUFA (27.94–68.42%). They were characterised by the different total amounts of health-beneficial compounds, such as tocopherols (TTC = 44.04–76.98 mg/100 g), sterols (TSC = 300–684 mg/100 g), and polyphenols (TPC = 2.93–8.32 mg GA/100 g). Additionally, their AA was determined using 2,2-diphenyl-1-picrylhydrazyl (DPPH), 2,2′-azino-bis(3-ethylbenzothiazoline-6-sulfonic acid) (ABTS), and ferric reducing antioxidant power (FRAP) methods, with results ranging between 185.36–396.63, 958.59–1638.58, and 61.93–119.21 µmol TE/100 g, respectively. However, the deterioration parameters of CPOs, such as peroxide values (PV = 0.24–4.61 meq O2/kg), p-anisidine values (pAnV = 0.39–4.77), acid values (AV = 0.31–2.82 mg KOH/g), and impurity amounts (Σ4PAHs = 1.16–8.76 μg/kg and WVM = 0.020–0.090%), did not exceed the level recommended by the Codex Alimentarius Commission. The obtained results indicated that all of the investigated CPOs are valuable sources of health-promoting bioactive compounds.