Due to the growing interest in improving the nutritional profile of bakery products, we have dealt with the most recent and relevant contributions regarding potential replacements for carbohydrates, proteins, and fats. Focusing on the influence of carbohydrates on metabolism, their excess implies obesity, diabetes and tooth decay. However, they are technologically important, since they are responsible for the structure of many bakery products. Regarding of the lipid profile, saturated fats have a great impact on the appearance of cardiovascular disease. Fortunately, nature and the food industry offer alternatives to traditional oils/butters with large amounts of omega 3 and other components that can mitigate these problems. Other relevant aspects are related to allergies concerning egg proteins, gluten or even requirements for vegan consumers. Several studies have been performed in this line, replacing eggs with milk serum, different mucilages obtained from legumes or some gums, etc. In conclusion, many papers have been published showing the possibility of successfully replacing (both at technological and sensory levels) less healthy ingredients with others that are nutritionally better. The challenge now is to combine these better components in a given product, as well as to evaluate possible interactions among them.