Research on bioactive compounds is essential to improve human health; promote adequate nutrition; drive innovation in the food, agricultural and biotechnology industries; and contribute to the preservation of the environment. The genus Diplotaxis (Brassicaceae) currently comprises around forty species, some of which are edible, particularly Diplotaxis tenuifolia (wild rocket), Diplotaxis erucoides (wall rocket), Diplotaxis muralis (annual wall rocket), Diplotaxis viminea (perennial wall rocket), and Diplotaxis simplex. The leaves of these species are rich in fiber and essential minerals, such as calcium, iron, potassium, and magnesium. Thirteen species have been characterized for their phenolic compounds, predominantly kaempferol, quercetin, and isorhamnetin glycosides. Furthermore, glucosinolate compounds were identified in nineteen species of the genus Diplotaxis. Many of the phytochemicals identified in Diplotaxis spp. demonstrated interesting biological activities, such as antioxidant, anti-inflammatory, antibacterial, hypoglycemic and hypolipidemic effects, as well as cytotoxicity and antiproliferative properties. This article provides a review of the phytochemistry of the Diplotaxis genus, highlighting its importance in food, its biological properties, potential pharmacological applications, and the dearth of research on many of these plants.