The shoots of Asparagus L. are consumed worldwide, although most species belonging to this genus have a restricted range, and several taxa remain unstudied. In this work, a total of four taxa from different locations were scrutinized and compared with cultivated A. officinalis. All shoots were screened for saponins via LC-MS, and in vitro antiproliferative activities against the HT-29 colorectal cancer cell line were assessed via the MTT assay. The total saponins (TS) contained in the crude extracts ranged from 710.0 (A. officinalis) to 1258.6 mg/100 g dw (A. acutifolius). The richness of the compounds detected in this work stands out; a total of 47 saponins have been detected and quantified in the edible parts (shoots) of five taxa of Asparagus. The structure of all the saponins found present skeletons of the furostane and spirostane type. In turn, the structures with a furostane skeleton are divided into unsaturated and dioxygenated types, both in the 20–22 position. The sum of dioscin and derivatives varied largely among the studied taxa, reaching the following percentages of TS: 27.11 (A. officinalis), 18.96 (A. aphyllus), 5.37 (A. acutifolius), and 0.59 (A. albus); while in A. horridus, this compound remains undetected. Aspachiosde A, D, and M varied largely among samples, while a total of seven aspaspirostanosides were characterized in the analyzed species. The hierarchical cluster analysis of the saponin profiles clearly separated the various taxa and demonstrated that the taxonomic position is more important than the place from which the samples were acquired. Thus, saponin profiles have chemotaxonomic significance in Asparagus taxa. The MTT assay showed dose- and time-dependent inhibitory effects of all saponins extracts on HT-29 cancer cells, and the strongest cell growth inhibition was exercised by A. albus and A. acutifolius (GI50 of 125 and 175 µg/mL). This work constitutes a whole approach to evaluating the saponins from the shoots of different Asparagus taxa and provides arguments for using them as functional foods.