The effects of frying in soybean (FWSO) and olive oils (FWOO) on the fatty acid composition of farmed and wild gilthead sea bream Sparus aurata were evaluated. The fat content increased with both frying treatments. However, after FWOO the moisture content of the fish was reduced to a greater extent than that in fish FWSO. The concentration of saturated fatty acids (SFA) decreased significantly during both frying processes (P < 0.01). However, the concentration of monounsaturated fatty acids (MUFA) increased significantly in fish fried in olive oil (P < 0.01). The fried fish contained a higher level of n-6 polyunsaturated fatty acids (PUFA) and a lower level of n-3 PUFA compared to raw fish. The n-3/n-6 ratio decreased in wild fish FWSO and FWOO from 0.94 ± 0.08 to 0.15 ± 0.01 and 0.15 ± 0.02, respectively. In farmed bream, the ratios decreased from 2.51 ± 0.03 to 0.18 ± 0.03 and 0.36 ± 0.01, respectively. The concentration of trans fatty acids decreased significantly in both fish types after frying (P < 0.05). The frying process widely affected the EPA and DHA content, limiting the positive effects of n-3 PUFA.