Cellulose paper was modified with polydopamine by a simple, efficient, and environmentally friendly approach, and used as a novel extraction phase for thin film microextraction (TFME). The untreated and polydopamine-treated cellulose papers were characterized by Fourier transform infrared spectroscopy (FT-IR), energy dispersive X-ray spectroscopy (EDS) and scanning electron microscopy (SEM). In this work, the modified cellulose paper was evaluated as a sorbent for the extraction of phenolic compounds, in particular 4-nitrophenol and 2,4-dinitrophenol, from oil samples. And various extraction parameters were optimized by selecting the desorption condition, sodium hydroxide concentration and extraction time. High-performance liquid chromatography (HPLC) combined with ultraviolet (UV) and visible-light detection was used for the quantification of the extracted compounds. Under optimum conditions, calibration curves in the range of 5–1000 μg L⁻¹ with a good linearity (r ≥ 0.9982) and low limits of detection (LODs) were achieved. The limits of detection were 1.54 μg L⁻¹ for 4-nitrophenol and 2.16 μg L⁻¹ for 2,4-dinitrophenol. Enrichment factors (EFs) were in the range of 146–179 and relative standard deviations (RSDs) were less than 4.31% for the target analytes. The method was successfully used to investigate cooking oils. Relative recoveries were found to range from 84.37% to 100.85%. The proposed method provides a simple, efficient and environmentally friendly approach for the rapid and convenient detection of nitrophenols in oil samples.