Synthetic antioxidants are widely used in the food industry. However, the potential toxicity, carcinogenic effects, and possible health damage caused by the ingestion of synthetic compounds, and also consumer concern about the safety of such additives has motivated the food industry to search for natural alternatives. Natural compounds with antioxidant properties are able to retard or prevent lipid oxidation in food. Animal sources like fish, eggs, meats, and dairy products are essential foods for human health due to their lipid fraction with high contents of unsaturated compounds, such as polyunsaturated fatty acids and cholesterol. However, these unsaturated lipids when exposed to favorable factors can become oxidized, which leads to sensory and nutritional losses as well as the formation of oxidized compounds known as cholesterol oxidation products or COPs. COPs are associated with deleterious health effects, such as inflammation, cytotoxicity, atherogenesis, carcinogenesis, and alterations in cell membrane properties, as well as the development of degenerative diseases such as Alzheimer's, Parkinson's, Huntington's, and other chronic diseases. Thus, the use of natural antioxidants can be an alternative to synthetics to prevent the formation of COPs and extend the shelf life of foods susceptible to oxidative deterioration. This review brings together information concerning the use of natural antioxidants as a strategy to control cholesterol oxidation.