The Cactaceae family is an important source of triterpenes and sterols. The wide uses of those plants include food, gathering, medicinal, and live fences. Several studies have led to the isolation and characterization of many bioactive compounds. This review is focused on the chemistry and biological properties of sterols and triterpenes isolated mainly from some species with columnar and arborescent growth forms of Mexican Cactaceae. Regarding the biological properties of those compounds, apart from a few cases, their molecular mechanisms displayed are not still fully understand. To contribute to the above, computational chemistry tools have given a boost to traditional methods used in natural products research, allowing a more comprehensive exploration of chemistry and biological activities of isolated compounds and extracts. From this information an in silico bioprospection was carried out. The results suggest that sterols and triterpenoids present in Cactaceae have interesting substitution patterns that allow them to interact with some bio targets related to inflammation, metabolic diseases, and neurodegenerative processes. Thus, they should be considered as attractive leads for the development of drugs for the management of chronic degenerative diseases.