A multi-wavelength HPLC fingerprint comparison method was proposed for the screening of oil-soluble colorant in chilli products. A chromatographic condition and simple sample extraction method were chosen for fingerprints acquisition of the tested samples, which were also suitable for extraction and simultaneous separation of multiple synthetic dyes. The fingerprints of the tested chilli product samples had a relatively fixed number of peaks and stable retention time. By comparing the multi-wavelength chromatographic fingerprints of normal unadulterated chilli samples with the tested samples, the exogenously adulterated synthetic colorants in the tested samples could be screened. When 16 kinds of known synthetic dyes were added into the tested samples, 14 of them could be efficiently screened using fingerprint method with the LOD of 0.40–2.41 mg/kg. The new method could find the potential existence of the new dyes previously unreported in chilli products because of the fingerprint changes caused by adulterated dyes. The presented research idea might be suitable for the screening of exogenous synthetic dyes in other colored foodstuffs.