5,8-Epidioxycholest-6-en-3-ol (1), cholesterol (2), glycerol 1-palmitate (3) and glycerol 1,3-dioleate-2-stearate (4) were isolated from the methanol extract of the sea urchin Diadema setosum, which was collected from the Halong sea, Vietnam. Chemical structures were established based on extensive 1D, 2D-NMR, FAB-MS, EI-MS spectroscopic data and GC-MS analysis. The NMR spectral data of compound 1 were reassigned by using HMQC and HMBC. Compound 1 was found to have strong cytotoxic effect against various cancer cell lines, such as KB ($IC_{50}$, 2.0 $mu extrm{g}$/mL), FL($IC_{50}$, 3.93 $mu extrm{g}$/mL), and Hep-2 ($IC_{50}$, 2.4 $mu extrm{g}$/mL) by in vitro assay.