The present invention relates to a new method of purification of fatty acid glycerides (mono- and/or di- and/or tri-glycerides), of any origin, and in particular those characterized by an at least partial esterification with long chain polyunsaturated fatty acids (PUFAs ). This purification method consists in the treatment of said glycerides with an amount of urea suitable for their total complexation, and in the subsequent separation by filtration or centrifugation of the urea inclusion complex from the solvent phase containing the other products that are structurally unrelated to the glyceride, followed by the isolation from the complex of the glycerides, which are purified and therefore free from the many "Persistent" Organic Pollutants ( POPs) of the environment, such as polychlorinated dibenzo-dioxins and polychlorinated dibenzo-furans, polychlorinated biphenyls, polybrominated-diphenyl ethers, polycyclic aromatic hydrocarbons, and other pollutants that are usually present and extremely toxic too. The invention also relates to the purified compositions of glycerides thus obtained, as well as those derivable from the same with processes of hydrolysis or transesterification, by either chemical or enzymatic route, as well as the use of such compositions as a food, food for special medical use, food and dietary supplement, and as a drug.