Abstract: The high temperatures used to fry fish may induce thermo-oxidation of cholesterol, forming cholesterol oxidation products (COPs). COPs have been associated to coronary heart diseases, atherosclerosis, and other chronic diseases. Air fryers are an alternative thermal process technology to fry foods without oil, and are considered a healthier cooking method. This study is the 1st to evaluate the formation of COPs and the degradation of polyunsaturated fatty acids (PUFAs) in air-fried sardine fillets. Furthermore, we evaluated the effect of fresh herbs added as natural antioxidants to sardines subjected to air frying. Parsley (Petroselinum crispum), chives (Allium schoenoprasum L.), and a mixture of both herbs (cheiro-verde) were added in quantities of 0%, 2%, and 4%. Air frying significantly decreased the content of essential PUFAs, and increased the levels of COPs from 61.2 (raw) to 283 μg/g (P < 0.05) in the control samples. However, the use of herbs as natural antioxidants proved to be effective reducing such levels of COPs in most samples. The addition of 4% of cheiro-verde in air-fried sardines presented the best protective effect against lipid oxidation. Practical Application: Fish is an important source of essential lipids. However, oxidized cholesterol products, which are formed during thermal processing, are potential hazards to human health. Air fryers present an alternative thermal process for frying food without oil, and this method of cooking is considered to be more convenient and healthier This study shows that the air frying increased the formation of cholesterol oxidation products and decreased the essential polyunsaturated fatty acids in sardine fillets. However, the lipid oxidation is significantly reduced by adding fresh herbs, such as parsley (Petroselinum crispum), chives (Allium schoenoprasum L.), or a mixture of both herbs (cheiro-verde) that are natural antioxidants.