The “Capocollo di Martina Franca” is a traditional dry-cured pig meat product made in Apulia. The dietary fat source is able to influence the lipid profile of muscle and subcutaneous fat in pork, thus affecting its nutritional and sensorial quality as well as its suitability for technological processing. The aim of the study was to evaluate the effect of a diet containing extra virgin olive oil (EVOO, 3%, as-fed basis) extracted by ultrasound technology in comparison to refined olive oil (ROO, 3%, as-fed basis) on the quality of pig meat (longissimus lumborum muscle) and capocollo in relation to its storage time after seasoning (t1 = 0 vs. t2 = +6 months). The EVOO diet lowered the concentration of myristic, palmitic, stearic and total saturated fatty acids (SFA) and increased oleic, linoleic, total monounsaturated (MUFAs), polyunsaturated (PUFAs) and n-3 and n-6 fatty acids in pig meat; moreover, the atherogenicity and thrombogenicity indices were lowered, with potential benefits for human health. The overall quality of capocollo was positively affected by the EVOO diet, although storage for 6 months after ripening levelled the protective effects of extra virgin olive oil in comparison with refined olive oil.