Comparative chemical analyses among peel and pulp essential oils (EOs) and methanolic extracts of four Citrus australasica varieties (Red, Collette, Pink Ice, and Yellow Sunshine), and the hybrid Faustrime, were performed using GC-MS and UHPLC-DAD-HR-Orbitrap/ESI-MS. Peel and pulp extracts were also analysed for their in vitro antioxidant activity on a Balb/3T3 clone A31 mouse embryo fibroblast cell line. The results of peel and pulp EOs were mainly characterised by monoterpenes and sesquiterpenes, respectively. All peels displayed a higher total phenol content (TPC) than pulps, and consequently a greater antioxidant activity. Collette peels and Pink Ice pulps showed the highest amount of identified flavonoids (e.g., luteolin, isosakuranetin, and poncirin derivatives). Collette and Red peels were rich in anthocyanins (delphinidin and petunidin glycosides), exhibiting the maximum protective activity against induced oxidative damage. In conclusion, finger lime fruits are good sources of health-promoting phytocomplexes, with the Red, Collette, and Pink Ice varieties being the most promising.