The beneficial effects of sardine consumption can be related to the presence of bioactive compounds, such as vitamin E and ω3 polyunsaturated fatty acids. In any case, the levels of these compounds in sardine fillet depend on different factors mainly related to the diet and reproductive cycle phase of the fish as well as the technological treatments carried out to cook the fillets. The aim of the present study is two-fold: first, to evaluate changes in the total fatty acid profile, lipid oxidation, and vitamin E content of raw fillets from sardine (Sardina pilchardus) at different reproductive cycle phases (pre-spawning, spawning, and post-spawning); and second, to highlight how these nutritional profiles are affected by three oven treatments (conventional, steam, and sous-vide). For this purpose, raw fish was grouped into pre-spawning, spawning, and post-spawning phases according to the mesenteric fat frequency and the gonadosomatic index evaluation, and submitted to conventional (CO), steam (SO), and sous-vide (SV) baking. The ratio of EPA/DHA and vitamin E increased from post-spawning to pre-spawning, to spawning. Considering the reproductive phases, baking affected the oxidative degree differently: a CO > SO ≥ SV impact was found in the worst scenario (post-spawning), mitigated by vitamin E, to CO ≥ SO > SV in the best scenario (spawning). SV was the best treatment with high values of vitamin E in pre-spawning individuals (110.1 mg/kg). This study shows how vitamin E is correlated to the combined effect of endogenous and exogenous factors.