Diseases vary among and within species but the causes of this variation can be unclear. Immune responses are an important driver of disease variation, but mechanisms on how the body resists pathogen establishment before activation of immune responses are understudied. Skin surfaces of mammals are the first line of defense against abiotic stressors and pathogens, and skin attributes such as pH, microbiomes, and lipids influence disease outcomes. Sebaceous glands produce sebum composed of multiple types of lipids with species-specific compositions. Sebum affects skin barrier function by contributing to minimizing water loss, supporting thermoregulation, protecting against pathogens, and preventing UV-induced damage. Sebum also affects skin microbiome composition both via its antimicrobial properties, and by providing potential nutrient sources. Intra- and interspecific variation in sebum composition influences skin disease outcomes in humans and domestic mammal species but is not well-characterized in wildlife. We synthesized knowledge on sebum function in mammals in relation to skin diseases and the skin microbiome. We found that sebum composition was described for only 29 live, wild mammalian species. Sebum is important in dermatophilosis, various forms of dermatitis, demodicosis, and potentially white-nose syndrome. Sebum composition likely affects disease susceptibility, as lipid components can have antimicrobial functions against specific pathogens. It is unclear why sebum composition is species-specific, but both phylogeny and environmental effects may drive differences. Our review illustrates the role of mammal sebum function and influence on skin microbes in the context of skin diseases, providing a baseline for future studies to elucidate mechanisms of disease resistance beyond immune responses.