The purpose of this study was to investigate the effects of different chromatographic column absorbents (activated clay, silica gel, and activated aluminum oxide) on the adsorption and removal of minor components (sterols, tocopherols, β‐carotene, free fatty acids (FFAs), secondary oxidation products, and peroxides) in vegetable oils. For single absorbents, activated aluminum oxide was the most effective material for removing tocopherols and FFAs from oil. All the adsorbents used have the capacity to remove β‐carotene from edible oils, and activated clay has the strongest ability, with removal rates reaching 99.8%. The brassicasterol, campesterol, β‐sitosterol, γ‐tocopherol, and δ‐tocopherol in vegetable oil can be completely removed by silica gel. Using a combination of these absorbents, a multistage optimized method was developed to maximize the removal of various minor components from vegetable oils. After multistage purification, free sterols, tocopherols, FFAs, β‐carotene, and secondary oxidation products were completely removed, whereas peroxides were also removed at concentrations less than 0.71 mmol/kg. The purified oils could be used as standard samples for in‐depth study of the effects of minor components on formation of association colloids and their influence on oil oxidation, as well as for evaluating the antioxidant potential of novel antioxidants or extracts.