Of course not! In fact, all vegetable oils, and not only sunflower oil, contain essential fatty acids in varying amounts but that are completely free of cholesterol. Moreover, only animal-based foods are the ones that contain cholesterol.
Furthermore, vegetable oils (mainly those of the first cold pressing) are rich in vitamin E which is a powerful antioxidant. Also, and when consumed in adequate quantities and in the context of a healthy food plan, some of these oils play an important role in regulating blood cholesterol.
Finally, it is important to clarify that it is always advisable to vary the types of oils we consume and to use them primarily for seasoning or for gentle cooking in a way that does not let them reach their smoking point as this makes them harmful.