Studies on the influence of dietary components and their effects are fundamental for nutrigenomics, or the study of how nutrients can be cellular sensors, how they affect biological processes and gene expression in different tissues. Lipids are an important source of fatty acids (FA) and energy and are fundamental to biological processes and influence the regulation of transcription. Pigs are excellent model to study nutrigenomics, particularly lipid metabolism because the deposition and composition of FA in their tissues reflect the composition of FA in their diet. Recent studies show that FA supplementation is important in production systems, such as growing and finishing pigs, as it can improve the energy value of the feed, help reduce costs, improve animal welfare, and influence the nutritional value of the meat. Studies show that oleic (OA), linoleic (LA), docosahexaenoic (DHA), and eicosapentaenoic (EPA) acids are associated with the regulation of transcription in tissues such as muscle, liver, adipose tissue, and brain. Other studies indicate that EPA and DHA are associated with changes in specific signaling pathways, altering gene expression and biophysical properties of membranes. This review, therefore, focuses on the current knowledge of the effects of dietary FA on production traits and gene expression.