In this work, FT-NIR spectroscopy was employed to determine iodine value (IV) and fatty acids (FA) content of pig fat samples, through the combined use of signal preprocessing, multivariate calibration, and variable selection methods. In particular, the main focus was on the use of variable selection methods, both in order to improve the predictive performance of the calibration models, and to identify relevant wavelengths that could be subsequently used for the development of simple, fast, and cheap hand-held devices, able to measure IV and FA content directly on the fat without the need of any sample pretreatment. Firstly, for each property of interest, partial least squares (PLS) multivariate calibration models were calculated considering the whole spectral range and testing different signal preprocessing methods. Then, once chosen the optimal signal preprocessing method, a two-step variable selection procedure was applied. In the first step, the interval-PLS variable selection algorithm was used to calculate a set of calibration models, whose outcomes were considered altogether in the second step, in order to select the optimal calibration model. The variable selection procedure allowed to lower the number of spectral variables retained by the model, and often led to an increase of the performance in prediction of the external test set samples