Non-alcoholic fatty liver disease (NAFLD) is a progressive liver disease characterized by the build-up of fat in the liver of individuals in the absence of alcohol consumption. This condition has become a burden in modern societies aggravated by the lack of appropriate predictive biomarkers (other than liver biopsy). To better understand this disease and to find appropriate biomarkers, a new technology has emerged in the last two decades with the ability to explore the unmapped role of lipids in this disease: lipidomics. This technology, based on the combination of chromatography and mass spectrometry, has been extensively used to explore the lipid metabolism of NAFLD. In this review, we aim to summarize the knowledge gained through lipidomics assays exploring tissues, plasma, and lipoproteins from individuals with NAFLD. Our goal is to identify common features and active pathways that could facilitate the finding of a reliable biomarker from this field. The most frequent observation was a variable decrease (1-9%) in polyunsaturated fatty acids in phospholipids and non-esterified fatty acids in NAFLD patients, both in plasma and liver. Additionally, a reduction in phosphatidylcholines is a common feature in the liver. Due to the scarcity of studies, further research is needed to properly detect lipoprotein, plasma, and tissue lipid signatures of NAFLD etiologies, and NAFLD subtypes, and to define the relevance of this technology in disease management strategies in the push toward personalized medicine.