From the aerial parts of Euphorbiagossypina var. coccinea Pax., eight new pregnane glycosides (euphogossypins A–H, 1–8) of the cynanforidine and deacetylmetaplexigenin aglycons, two new lignans (gossypilignans A and B, 9 and 10), and four known compounds, namely, the pregnane 12-O-benzoyldeaxcylmetaplexigenin (11), the lignan 9α-hydroxypinoresinol (12), and the flavonoids naringenin (13) and quercitrin (14) were isolated. The structure elucidation of the new compounds was carried out by a spectroscopic analysis, including HRMS, 1D (1H, 13C JMOD), and 2D NMR (HSQC, 1H–1H COSY, HMBC, and NOESY) experiments. The obtained pregnane glycosides were substituted with acetyl and benzoyl ester moieties, and sugar chains containing thevetose, cymarose, digitoxose, and glucose monosaccharides. All of the compounds are described for the first time from E. gossypina var. coccinea. The isolated pregnanes and lignans were tested for their antiproliferative activity on HeLa cells using the MTT assay; the compounds exerted no significant effect against the tumor cells.