The effect of different cooking processes such as frying and roasting on the oxidative stability of sunflower seeds was evaluated under accelerated oxidation and normal storage conditions. The fatty acid composition by GC-MS showed a higher amount of linoleic acid in fried samples due to the replacement of the seed moisture by the frying oil. On the other hand, roasted samples presented a higher oleic acid content. DSC and TGA results showed some decrease in the thermal stability of sunflower seed samples, whereas PV and AV showed the formation of primary and secondary products, with increasing oxidation time. Roasted sunflower seeds showed seven main volatile compounds characteristic of the roasting process by HS-SPME-GC-MS: 2-pentylfuran, 2,3-dimethyl-pyrazine, methyl-pyrazine, 2-octanone, 2-ethyl-6-methylpyrazine, trimethyl-pyrazine, and trans,cis-2,4-decadienal, whereas fried samples showed six volatile characteristic compounds of the frying process: butanal, 2-methyl-butanal, 3-methyl-butanal, heptanal, 1-hexanol, and trans,trans-2,4-decadienal. The generation of hydroperoxides, their degradation, and the formation of secondary oxidation products were also investigated by ATR-FTIR analysis. The proposed methodologies in this work could be suitable for monitoring the quality and shelf-life of commercial processed sunflower seeds with storage time.