Plant lipids are essential cell constituents with many structural, storage, signaling, and defensive functions. During plant-pathogen interactions, lipids play parts in both the preexisting passive defense mechanisms and the pathogen-induced immune responses at the local and systemic levels. They interact with various components of the plant immune network and can modulate plant defense both positively and negatively. Under biotic stress, lipid signaling is mostly associated with oxygenated natural products derived from unsaturated fatty acids, known as oxylipins; among these, jasmonic acid has been of great interest as a specific mediator of plant defense against necrotrophic pathogens. Although numerous studies have documented the contribution of oxylipins and other lipid-derived species in plant immunity, their specific roles in plant-pathogen interactions and their involvement in the signaling network require further elucidation. This review presents the most relevant and recent studies on lipids and lipid-derived signaling molecules involved in plant-pathogen interactions, with the aim of providing a deeper insight into the mechanisms underpinning lipid-mediated regulation of the plant immune system.