Natural esters have become of interest for the industry in recent years as dielectric liquids for power transformers, and many studies are focused on their dielectric and chemical properties, and on their influence in the degradation of the solid insulation due to ageing. However, very little is known about their impact on the evolution of the mechanical properties of the paper insulation, which are acknowledged to have a considerable influence in their overall performance and reliability during the operating life of power transformers. This work studies the effects of thermal ageing with vegetable oil in some commercial components which are commonly used in power transformers, such as an insulated continuously transposed conductor (CTC) and samples of thermally upgraded crepe insulation. The changes in the properties of the crepe paper insulation are characterised through the degree of polymerisation and tensile testing. Failure initiation and propagation in the insulation of the CTC is analysed macroscopically. The results are compared with those obtained when using mineral oil, showing that the use of vegetable oil has a protective effect over mechanical properties of the studied types of paper insulation.