A chemical characterization of the major components, namely, triacylglycerols (TAGs), polyphenols, and tocopherols in a Sacha inchi oil derived from cold pressing of the seed, is hereby reported. To tackle such a task, high-performance liquid chromatography in combination with photodiode array (PDA), fluorescence (RF), and mass spectrometry (MS) detection was employed. The latter was interfaced with atmospheric pressure chemical ionization and with electrospray ionization for the analysis of TAGs and polyphenols, respectively, whereas RF detection was tested for the determination of tocopherol content. Furthermore, fatty acid methyl esters (FAMEs) were evaluated by gas chromatography-flame ionization detector. A 93% amount of total fatty acids was represented by unsaturated FAMEs with the greatest percentage represented by linoleic (L) and linolenic (Ln) accounting for approximately 50 and 36%, respectively. The main TAGs (>10%) were represented by LLnL, LnLnLn, and LnLLn; the latter was present in the oil sample at the highest percentage (22.2%). Among tocopherols, γ-tocopherol was detected to be the most abundant component (over 50%). The polyphenolic composition was also investigated, and a total of 15 compounds were positively identified, through the complementary analytical information coming from PDA and MS data. To the best of our knowledge, this is the first report providing a thorough chemical characterization of a Plukenetia volubilis L. oil.