Nowadays, lipidomics plays a crucial role in the investigation of novel biomarkers of various diseases. Its implementation into the field of clinical analysis led to the identification of specific lipids and/or significant changes in their plasma levels in patients suffering from cancer, Alzheimer’s disease, sepsis, and many other diseases and pathological conditions. Profiling of lipids and determination of their plasma concentrations could also be helpful in the case of drug therapy management, especially in combination with therapeutic drug monitoring (TDM). Here, for the first time, a combined approach based on the TDM of colistin, a last-resort antibiotic, and lipidomic profiling is presented in a case study of a critically ill male patient suffering from Pseudomonas aeruginosa-induced pneumonia. Implementation of innovative analytical approaches for TDM (online combination of capillary electrophoresis with tandem mass spectrometry, CZE-MS/MS) and lipidomics (liquid chromatography–tandem mass spectrometry, LC-MS/MS) was demonstrated. The CZE-MS/MS strategy confirmed the chosen colistin drug dosing regimen, leading to stable colistin concentrations in plasma samples. The determined colistin concentrations in plasma samples reached the required minimal inhibitory concentration of 1 μg/mL. The complex lipidomics approach led to monitoring 545 lipids in collected patient plasma samples during and after the therapy. Some changes in specific individual lipids were in good agreement with previous lipidomics studies dealing with sepsis. The presented case study represents a good starting point for identifying particular individual lipids that could correlate with antimicrobial and inflammation therapeutic management.