Avocado virgin oil (AVO) was used during eggplant deep-frying, boil, and boil in a water-oil mixture (W/O). There were measured the contents of moisture, dry matter, fat, total (TPC) and ten individual phenols, antioxidant activity (ABTS and DPPH), and total sterols; as well as the profiles of eight fatty acids and fourteen sterols/stanols. The values of raw and processed foods were compared and studied with multivariate analysis. The antioxidant capacity of AVO lowered after deep frying but augmented in eggplant and water after all treatments. The TPC was steady in AVO and raised in fried eggplant. Thermal treatments added to the initial profiles of the AVO, eggplant and water, nine, eight, and four phenols, respectively. Percentages of the main fatty acids (oleic, palmitic and linoleic), and sterols (β-sitosterol, campesterol, and Δ5-avenasterol), remained unchanged between the raw and treated AVO; and the lipidic fractions from processed eggplant. Cooking leads to the movement of hydrophilic and lipophilic functional compounds between AVO, eggplant and water. Migration of sterols and unsaturated fatty acids from AVO to eggplant during deep frying and W/O boiling improved the functional properties of eggplant by adding the high biological value lipophilic fraction to the naturally occurring polyphenols.