Preheat your oven to 400° F. Line a baking sheet with parchment paper and set aside.
Cut off the stems of the Brussels sprouts and discard them as well as any loose yellow or brown (or otherwise discolored or dirty) leaves. Cut each Brussels sprout in half.
Add the Brussels sprouts to a mixing bowl along with olive oil, balsamic vinegar, salt and pepper. Stir to combine.
Transfer the Brussels sprouts to the parchment-lined baking sheet and spread them out evenly in one layer.
Roast in the oven, stirring once halfway through, until tender and golden brown, about 35-40 minutes. Keep an eye on them and make sure they're not burning. The outsides will get dark, but you don't want them charred. The total time will depend on the size of your Brussels sprouts.