A high-performance thin-layer chromatography (HPTLC) method combined with effect-directed-analysis (EDA) was developed to screen the antioxidant, neuroprotective and antidiabetic effects in essential oils derived from lavender flower, lemon myrtle, oregano, peppermint, sage, and rosemary leaves (Lamiaceae family). HPTLC hyphenated with microchemical (DPPH•, p-anisaldehyde, and ferric chloride) derivatizations, was used to evaluate antioxidant activity, presence of phytosterols and terpenoids, and polyphenolic content, while the combination with biochemical (α-amylase and acetylcholine esterase (AChE) enzymatic) derivatizations was used to asses α-amylase and AChE inhibitory activities. The superior antioxidant activity of oregano leaf extract is attributed to the presence of high levels of aromatic compounds, like polyphenolic acids. The strongest α-amylase inhibition was observed in lemon myrtle and rosemary plus extracts due to the presence of monoterpenes. Rosemary and sage extracts exhibit the highest AChE inhibition activity, with 1 μL essential oils being more potent than the recommended daily dose of donepezil. This superior neuroprotection was attributed to the presences of di- and triterpenes that displayed strong AChE inhibition and antioxidant potential in DPPH• free radical assay. Antioxidant activity was related to phenolic content (R = 0.49), while α-amylase inhibitory activity was positively related to antioxidant activity (R = 0.20) and terpenoid/sterol content (R = 0.31). AChE inhibitory activity was correlated (R = 0.80) to the combined effect of phenolics and terpenoids. Thus, the superior AChE inhibitory and neuroprotection potential of rosemary and sage essential oils could be attributed to joint effects of main phenolic and terpene constituents. The hyphenated HPTLC method provided rapid bioanalytical profiling of highly complex essential oil samples.