Marine microalgae are receiving great interest as sustainable sources of bioactive metabolites for health, nutrition and personal care. In the present study, a bioassay-guided screening allowed identifying an enriched fraction from SPE separation of the methanolic extract of the marine diatom Thalassiosira rotula with a chemically heterogeneous composition of cytotoxic molecules, including PUFAs, the terpene phytol, the carotenoid fucoxanthin and the phytosterol 24-methylene cholesterol (24-MChol). In particular, this latter was the object of deep investigation aimed to gain insight into the mechanisms of action activated in two tumour cell models recognised as resistant to chemical treatments, the breast MCF7 and the lung A549 cell lines. The results of our studies revealed that 24-MChol, in line with the most studied β-sitosterol (β-SIT), showed cytotoxic activity in a 3–30 µM range of concentration involving the induction of apoptosis and cell cycle arrest, although differences emerged between the two sterols and the two cancer systems when specific targets were investigated (caspase-3, caspase-9, FAS and TRAIL).