The oxidative stability of vegetable oils mainly depends on their fatty acid composition, their degree of unsaturation, and the presence of compounds with antioxidant activity. This paper reports on the effects of the process of roasting oil seeds, prior to pressing them, on the basic characteristics of the oils produced and their oxidative stability. The differential scanning calorimetry (DSC) technique was used to study the process of oxidation of the oil samples in an oxygen-flow cell. Chromatographic analysis revealed that roasting the seeds increased the levels of chlorophyll and β-carotene in all the cold-pressed oils. Similar results were observed for the oil's antioxidant activity, measured by the scavenging 2,2-diphenyl-1-picrylhydrazyl (DPPH) radical method. Our results also indicated that roasting seeds prior to pressing them for oil had a positive effect on the oil's stability, as determined by the DSC method. This manifested in both the extension of oxidation induction time and the final oxidation time.