A detailed characterization of lipids present in a wool-wax extract, obtained by supercritical fluid extraction, is presented. Thin-layer chromatography coupled to a flame ionization detector (TLC-FID) has been used as a screening technique to identify the different chemical classes of complex mixtures. Furthermore, to confirm peak identification obtained by TLC-FID and to check its suitability as a quality control technique, preparative TLC fractionation has been carried out by re-analyzing the different fractions obtained by TLC-FID and by gas chromatography coupled to mass spectrometry in the electron impact and in the chemical ionization modes. By means of this comparative study, the TLC-FID identification has been confirmed. Also, the complementarity of the different techniques used confirmed the identification of different lipid classes, namely fatty acids, alcohols, sterols, sterane diol, stanone, steryl sulphate, hydroxyacids, alkane diols, aliphatic and steryl esters, hydroxy steryl esters, triacylglycerol, diesters, and ceramides types II and VI.