New data on the fatty acid compositions of the muscle tissues of the two most widespread families of the mesopelagic zone—the Myctophidae (Notoscopelus kroyeri and Symbolophorus veranyi) and Stomiidae (Chauliodus sloani, Stomias boa, Borostomias antarcticus, and Malacosteus niger) families—were obtained from the Irminger Sea (North East Atlantic). The fatty acids (FAs) in the total lipids (TLs), phospholipids (PLs), triacylglycerols (TAGs), and cholesterol esters and waxes were analyzed using gas–liquid chromatography with a mass-selective detector and flame-ionized detector (GC-MS and GC-FID, respectively). Species-specific differences in the FA/alcohol profiles of the studied fishes were revealed. A directed deep-vise trend in the changes in the content and performance of certain FAs for the studied species was found. Along with this, a general character of dominance for monounsaturated fatty acids (MUFAs), which were discussed as food tracers, was revealed. MUFAs in the muscle tissues included dietary markers of zooplankton (copepods)—20:1(n-9) and 22:1(n-11), the content of which varied in association with the species—such that the biomarker Calanus glacialis predominated in muscles of B. antarcticus and C. hyperboreus prevailed in other studied species. Different strategies of compensatory adaptation to depth gradient in lipid metabolism among the studied species were discussed.