This study presents an HPLC method for the simultaneous quantification of retinol, alpha-tocopherol, and cholesterol in shrimp waste hydrolysate lipid fraction. The method includes microscale saponification and extraction with n-hexane. Liposoluble vitamins and cholesterol were quantified by HPLC with UV detection (HPLC-UV), on a 25 cm x 0.46 cm SS Exil ODS 5 microm column, mobile phase 68:28:4 (v/v/v) methanol:acetonitrile:water; flow rate 1.4 ml/min; column temperature 36 degrees C. The detection was operated using two channels of a diode-array spectrophotometer, 325 nm for retinol and 208 nm for alpha-tocopherol and cholesterol. With these conditions, the overall recovery was 95.7, 100.8, and 98.0% for retinol, alpha-tocopherol, and cholesterol, respectively. The method precision (relative standard deviation) was 1.83% for retinol, 2.32% for alpha-tocopherol, and 1.98% for cholesterol. This method was used to quantify the cited analytes in the hydrolysate obtained during lactic acid fermentation of shrimp waste. This hydrolysate may be a valuable supplement of nutrients in fish production.