Overweight and Obesity are global health and economic concerns. According to the World Health Organization, the number of individuals with obesity has nearly tripled since 1975. This health issue is currently considered an epidemic, affecting over 1.9 billion adults and 340 million children and adolescents. It contributes to more than 5 million deaths each year and has a global economic burden that will reach $4.32 trillion annually by 2035, according to the World Obesity Federation. This disease can affect every system of the human body and can lead to complications such as metabolic syndrome, diabetes, cancer, dyslipidemia, cardiovascular diseases, and hypertension, among others. Treatment may sometimes include diet, exercise, drugs, and bariatric surgery. Nonetheless, not all people have access to these treatments, and public health strategies consider prevention the most important factor. In this regard, recent investigations are aiming to find alternatives and adjuvants for the treatment of obesity, its prevention, and the reversion of some of its complications, using natural sources of anti-obesogenic compounds like polyphenols, terpenes, alkaloids, saponins, among others. In this review, we gather the most current information using PubMed, Google Scholar, Scopus, Cochrane, and Web of Science. We present and discuss the current information about natural products that have shown anti-obesogenic effects at a molecular level. We also consider the impact of dietary habits and lifestyle in preventing overweight and obesity due to the evidence of the benefits of certain foods and compounds consumed regularly. We discuss mechanisms, pathways, and receptors involved in the modulation of obesity, especially those related to inflammation and oxidative stress linked to this disease, due to the relevance of these two aspects in developing complications.