The effects of endogenous anti-oxidative components of ten common edible vegetable oils (palm olein, corn oil, rapeseed oil, soybean oil, perilla seed oil, high oleic sunflower oil, peanut oil, camellia oil, linseed oil, and sesame oil) on oxidation were explored in this research. The oxidation processes and patterns of the oils were investigated with the Schaal oven test using fatty acids and the oxidative stability index, acid value, peroxide value,p-anisidine value, total oxidation value, and content of major endogenous anti-oxidative components as indicators. The major endogenous anti-oxidative components in vegetable oils were tocopherols, sterols, polyphenols, and squalene, among which α-tocopherol, β-sitosterol, and polyphenols showed good anti-oxidative activity. However, squalene and polyphenols were relatively low and showed limited anti-oxidative effects. Moreover, the oxidative stability index of edible vegetable oils oxidized at high temperature (120 °C) was positively correlated with the content of saturated fatty acids (r= 0.659) and negatively correlated with the content of polyunsaturated fatty acids (r= −0.634) and calculated oxidizability (r= −0.696). When oxidized at a low temperature (62 °C), oxidative stability was influenced by a combination of fatty acid composition as well as endogenous anti-oxidative components. An improved TOPSIS based on Mahalanobis distance was used to evaluate the oxidative stability of different types of vegetable oils. Moreover, the oxidative stability of corn oil was better than the other vegetable oils, while perilla seed oil was very weak.