This work aimed at determining the physicochemical properties of pineapple, apple, and melon by‐products, as well as evaluating their influence on the antioxidant capacity and phenolic compounds of cookies. Proximate composition, pH, color, water activity, particle size, total phenolic content, antioxidant capacity, identification, and quantification of phenolic acids and flavonoids were performed. The low pH (4.19 ± 0.01–5.48 ± 0.00) and water activity (0.17 ± 0.00–0.19 ± 0.00) indicated that these by‐products are not easily susceptible to deterioration. The by‐products presented light color and yellow tones, which are desirable for their application in cookies. The apple by‐product presented the highest total phenolic content (5.92 ± 1.78 mg GAE/g) and antioxidant capacity. Vanillic acid, gallic acid, sinapic acid, salicylic acid, p‐coumaric acid, catechin, epicatechin, and rutin were quantified in both the by‐products and cookies. Therefore, fruit by‐products are considered a good alternative for use in cookies to improve their antioxidant capacity and phenolic compounds. Practical applications The use of fruit by‐products in the formulation of cookies can contribute to increase antioxidant capacity of these foodstuffs, since the non‐conventional parts of fruits, such as apple endocarp, pineapple central axis, and melon peels present significant contents of phenolic acids and flavonoids. In addition to contributing to the functionality of cookies, this approach suggests an alternative for the use of fruit by‐products, thus avoiding food waste.