Lipid molecules are organic compounds, insoluble in water, and based on carbon-carbon chains that form an integral part of biological cell membranes. As such, lipids are ubiquitous in life on Earth, which is why they are considered useful biomarkers for life detection in terrestrial environments. These molecules display effective membrane-forming properties even under geochemically hostile conditions that challenge most of microbial life, which grants lipids a universal biomarker character suitable for life detection beyond Earth, where a putative biological membrane would also be required. What discriminates lipids from nucleic acids or proteins is their capacity to retain diagnostic information about their biological source in their recalcitrant hydrocarbon skeletons for thousands of millions of years, which is indispensable in the field of astrobiology given the time span that the geological ages of planetary bodies encompass. This work gathers studies that have employed lipid biomarker approaches for paleoenvironmental surveys and life detection purposes in terrestrial environments with extreme conditions: hydrothermal, hyperarid, hypersaline, and highly acidic, among others; all of which are analogous to current or past conditions on Mars. Although some of the compounds discussed in this review may be abiotically synthesized, we focus on those with a biological origin, namely lipid biomarkers. Therefore, along with appropriate complementary techniques such as bulk and compound-specific stable carbon isotope analysis, this work recapitulates and reevaluates the potential of lipid biomarkers as an additional, powerful tool to interrogate whether there is life on Mars, or if there ever was.