In this study, genetically modified (GM) soya bean seeds with the event known as Roundup Ready® were used for the production of soya bean oil and their fatty acid, phytosterol and tocopherol composition was characterised. Since these compounds can be partially lost during refining, this study also aimed at evaluating the compositional changes along the GM soya bean oil extraction and refining processes carried out industrially. During the refining process of crude soya bean oil, neutralisation was responsible for the major losses on phytosterols (15%). The greatest reduction of tocopherols was also caused by the neutralisation step (20%), while the deodorisation step caused minor losses (9%). Along the refining process, the decreases of total phytosterols and total tocopherols were 20 and 30%, respectively, which are lower than the losses reported in other studies, reflecting the industrial improvements in preserving beneficial health compounds in the refined oil. The results showed that the refined GM soya bean oil presented higher contents of phytosterols (313 mg/100 g) and tocopherols (931 mg/kg) comparing to other reports.