Fish patties were prepared by mixing oil with different oxidative degrees into surimi, and then air-fried. The aim was to study the effect of oil oxidation and temperature on the formation of advanced glycation end products (AGEs) in fish patties. The results showed that AGEs in the outer layer were significantly positively correlated with acid value, peroxide value, p-anisidine value, carbonyl valence, a* value, and b* value. Their correlation coefficients were in the range of 0.84–1. Nε-carboxymethyllysine (CML) and Nε-carboxyethyllysine (CEL) in the inner layer were significantly positively correlated with L* value, fat content, acid value, and peroxide value. The correlation coefficients were all higher than 0.81. The AGEs content of the inner layer was two to three times lower than that of the outer layer. AGEs level in patties significantly increased with increasing degree of oil oxidation (P < 0.05). Higher temperatures accelerated lipid oxidation and Maillard reaction rate. In conclusion, the pre-oxidation of oil and the Maillard reaction induced by high temperature has made a great contribution to the generation of AGEs in the fish patty.