Broccoli (Brassica oleracea L. var. italica Plenck) is a widely consumed vegetable, very popular due to its various nutritional and bioactive components. Since studies on the lipid components of broccoli have been limited so far, the aim of the present work was the study of free fatty acids (FFAs) present in different broccoli parts, aerial and underground. The direct determination of twenty-four FFAs in broccoli tissues (roots, leaves, and florets) was carried out, using a liquid chromatography–high-resolution mass spectrometry (LC-HRMS) method in a 10 min single run. Linolenic acid was found to be the most abundant FFA in all different broccoli parts in quantities ranging from 0.76 to 1.46 mg/g, followed by palmitic acid (0.17–0.22 mg/g) and linoleic acid (0.06–0.08 mg/g). To extend our knowledge on broccoli’s bioactive components, for the first time, the existence of bioactive oxidized fatty acids, namely hydroxy and oxo fatty acids, was explored in broccoli tissues adopting an HRMS-based lipidomics approach. 16- and 2-hydroxypalmitic acids were detected in all parts of broccoli studied, while ricinoleic acid was detected for the first time as a component of broccoli.