Six Amaranthus species (A. cruentus, A. hybridus, A. hypochondriacus, A. muricatus, A. tuberculatus, and A. viridis) were collected in Italy (wild habitats) from crops and roadsides. Amaranth seed oil was extracted to obtain fractions rich in squalene. Squalene, free fatty acid, tocopherol, and sterol composition and content were investigated in detail. An analysis of variance and principal components was performed. The oil content in the seed ranged from 5.17% (A. muricatus) to 12.20% (A. tuberculatus). The quantity of squalene in the oil varied from 3.43% (A. muricatus) to 6.09% (A. hypochondriacus). The primary sterols were beta-sitosterol, brassicasterol, campesterol, and stigmasterol. The main tocopherols in all the samples were alfa-tocopherol, beta-tocopherol, and delta-tocopherol. Our results exhibited that the smallest seeds (A. tuberculatus) have the highest percentages of oil and squalene, whereas the largest seeds size (A. muricatus) show the lowest percentages. There is also evidence that the samples growing at lower altitudes show the highest concentration of fatty acids. According to our results, the six wild Amaranthus species exhibited similar characteristics to commercial species. This study confirms that the site of the collection has an impact on the oil and squalene content of the Amaranthus species.