Sauté with extra virgin olive oil

Is there any thing wrong with sauté with extra virgin olive oil as far as unhealthy or causing unwanted fat gain. I'm on a low cal diet with a 40/40/20 macro split.
Do you think buy using olive oil I'm hurting my diet any?

No most likely it isn't hurting your diet any.

The only problem would be purely from a cooking aspect. EVOO has a low smoke point aka breaks down around 375-400 degrees. If you want an alternative to cook with try canola oil. It has a higher smoke point, still nutritionally close to EVOO, is cheaper, and most importantly to me has a more neutral flavor.