The purification of used oils and their introduction into production cycles lead to reduction in environmental contamination. A simulation was conducted to study the thermal degradation of sunflower oil under varying temperatures over time. In the purification process of used cooking oil, an adsorption technique using zeolite and eggshell as an adsorbent (5, 10, 20, and 30 g/100 mL used oil) was applied. To optimize purification, different doses of thermally and chemically activated adsorbents were used, at different temperatures (30 and 80 °C). Therefore, this study was conducted in batch operations to determine the effect of suitable adsorption for a contact time of the adsorbent of 2 h. In comparison, the purification of used vegetable oils was achieved using a saline solution. The adsorption capacity was evaluated by determining the physicochemical parameters of the oils before and after purification. The characterization of natural adsorbents was carried out using scanning electron microscopy (SEM) and X-ray fluorescence spectrometry (XRF). The results showed that the adsorbent in a dose of 30 g of zeolite activated with NaOH and heat-treated eggshell, respectively, exhibited a larger surface area and greater adsorption capacity. Adsorption increased with contact time. The FT-IR spectra of the oils showed the IR bands at 1097, 1160, and 1237, corresponding to the presence of the ester C-O-, 1743 for C=O ester, 2853, 2922 for (CH2, CH3), and 3008 for (C=C). The acidity and peroxide values decreased with increasing dose and contact time with zeolite or eggshell. Together, our result strongly suggests that natural adsorbents contribute to the purification of used oils.