Many plant materials, such as fruits and vegetables as well as herbs and spices, represent valuable sources of antioxidants. In recent years, wastes from agriculture and food industrial processes have been shown to be interesting sources for bioactive compound recovery, strongly contributing to the circular economy. Nowadays, because of their possible adverse effects on human health, there is a tendency to replace synthetic antioxidants with natural compounds. This review attempts to critically summarize the current evidence on plant bioactives, extracted from food or waste, added to unsaturated vegetable oils, in order to obtain high added-value products and to ameliorate their oxidative stability and shelf life. The goal of this review is to demonstrate the current status of the research on edible oils added with natural plant bioactives, highlighting new approaches in the field of health-promoting foods.