The presence of toxic compounds in lignocellulosic hydrolysates (LCH) is among the main barriers affecting the efficiency of lignocellulose-based fermentation processes, in particular, to produce biofuels, hindering the production of intracellular lipids by oleaginous yeasts. These microbial oils are promising sustainable alternatives to vegetable oils for biodiesel production. In this study, we explored adaptive laboratory evolution (ALE), under methanol- and high glycerol concentration-induced selective pressures, to improve the robustness of a Rhodotorula toruloides strain, previously selected to produce lipids from sugar beet hydrolysates by completely using the major C (carbon) sources present. An evolved strain, multi-tolerant not only to methanol but to four major inhibitors present in LCH (acetic acid, formic acid, hydroxymethylfurfural, and furfural) was isolated and the mechanisms underlying such multi-tolerance were examined, at the cellular envelope level. Results indicate that the evolved multi-tolerant strain has a cell wall that is less susceptible to zymolyase and a decreased permeability, based on the propidium iodide fluorescent probe, in the absence or presence of those inhibitors. The improved performance of this multi-tolerant strain for lipid production from a synthetic lignocellulosic hydrolysate medium, supplemented with those inhibitors, was confirmed.