Sesame oil and olive oil are both unsaturated fats, which are considered healthy fats. Olive oil may be considered healthier than sesame oil because it contains higher amounts of vitamins E and K and also has antioxidants.  If you are considering replacing sesame oil in your recipe with olive oil, consider the purpose. If you are simply choosing an oil for cooking, olive oil or plain sesame seed oil can both be useful. If the oil is meant to add flavor to the dish, toasted sesame oil cannot be replaced.