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This work describes the development of an ultra-high-performance liquid chromatography–tandem mass spectrometry (UHPLC–MS/MS) method for the determination of carotenoids (β-carotene, lutein, β-criptoxanthin, neoxanthin, violaxanthin) and chlorophylls, as well as their related compounds (chlorophyll A and B, pheophytin A and B and the banned dyes Cu–pyropheophytin A, Cu–pheophytin A and B) in olive oils. For this purpose, the feasibility of electrospray ionization (ESI), atmospheric pressure chemical ionization (APCI) and atmospheric pressure photoionization (APPI) for the ionization of these compounds was evaluated and compared. Tandem mass spectrometry (MS/MS) fragmentation was discussed for each family of compounds, and the most characteristic and abundant product ions were selected to propose a selective and sensitive UHPLC–MS/MS method. The best results were obtained using APCI and APPI, while ESI provided the worst signal-to-noise ratio (S/N) for all compounds. For the analysis of olive oils, a simple solid-phase extraction (SPE) with silica cartridges was applied before the determination by UHPLC–MS/MS (APCI and APPI) in multiple reaction monitoring (MRM) mode. Method quality parameters were stablished, and the results demonstrate the good performance of the new methods, providing low limits of detection (0.004–0.9 mg L−1), high extraction efficiencies (62–95%) and low matrix effects (< 25%). The developed UHPLC–API–MS/MS (APCI and APPI) methods were applied to the analysis of olive oil samples, and β-carotene, pheophytin A, pheophytin B and lutein were detected and quantified in all of them at concentrations ranging from 0.1 to 9.5 mg L−1. [ABSTRACT FROM AUTHOR]