Obesity and its associated disorders, such as insulin resistance, dyslipidemia, metabolic inflammation, dysbiosis, and non-alcoholic hepatic steatosis, are involved in several molecular and inflammatory mechanisms that alter the metabolism. Food habit changes, such as the quality of fatty acids in the diet, are proposed to treat and prevent these disorders. Some studies demonstrated that saturated fatty acids (SFA) are considered detrimental for treating these disorders. A high fat diet rich in palmitic acid, a SFA, is associated with lower insulin sensitivity and it may also increase atherosclerosis parameters. On the other hand, a high intake of eicosapentaenoic (EPA) and docosahexaenoic (DHA) fatty acids may promote positive effects, especially on triglyceride levels and increased high-density lipoprotein (HDL) levels. Moreover, polyunsaturated fatty acids (PUFAs) and monounsaturated fatty acids (MUFAs) are effective at limiting the hepatic steatosis process through a series of biochemical events, such as reducing the markers of non-alcoholic hepatic steatosis, increasing the gene expression of lipid metabolism, decreasing lipogenic activity, and releasing adiponectin. This current review shows that the consumption of unsaturated fatty acids, MUFA, and PUFA, and especially EPA and DHA, which can be applied as food supplements, may promote effects on glucose and lipid metabolism, as well as on metabolic inflammation, gut microbiota, and hepatic metabolism.