The natural properties of oils and fats do not always allow for their direct use in industry (e.g., for food, cosmetics, and pharmaceuticals). Furthermore, such raw materials are often too expensive. Nowadays, the requirements for the quality and safety of fat products are increasing. For this reason, oils and fats are subjected to various modifications that make it possible to obtain a product with the desired characteristics and good quality that meets the needs of product buyers and technologists. The modification techniques of oils and fats change their physical (e.g., raise the melting point) and chemical properties (e.g., fatty acid composition). Conventional fat modification methods (hydrogenation, fractionation, and chemical interesterification) do not always meet the expectations of consumers, nutritionists, and technologists. In particular, Hydrogenation, while it allows us to obtain delicious products from the point of view of technology, is criticised for nutritional reasons. During the partial hydrogenation process, trans-isomers (TFA), dangerous for health, are formed. One of the modifications that meets current environmental requirements and trends in product safety and sustainable production is the enzymatic interesterification of fats. The unquestionable advantages of this process are the wide spectrum of possibilities for designing the product and its functional properties. After the interesterification process, the biologically active fatty acids in the fatty raw materials remain intact. However, this method is associated with high production costs. Oleogelation is a novel method of structuring liquid oils with small oil-gelling substances (even 1%). Based on the type of oleogelator, the methods of preparation can differ. Most oleogels of low molecular weight (waxes, monoglycerides, and sterols) and ethyl cellulose are prepared by dispersion in heated oil, while oleogels of high molecular weight require dehydration of the emulsion system or solvent exchange. This technique does not change the chemical composition of the oils, which allows them to keep their nutritional value. The properties of oleogels can be designed according to technological needs. Therefore, oleogelation is a future-proof solution that can reduce the consumption of TFA and saturated fatty acids while enriching the diet with unsaturated fatty acids. Oleogels can be named “fats of the future” as a new and healthy alternative for partially hydrogenated fats in foods.