Unsaturated nitro fatty acids (NO2-FAs) constitute a category of molecules that may be formed endogenously by the reaction of unsaturated fatty acids (UFAs) with secondary species of nitrogen monoxide and nitrite anions. The warhead of NO2-FAs is a nitroalkene moiety, which is a potent Michael acceptor and can undergo nucleophilic attack from thiol groups of biologically relevant proteins, showcasing the value of these molecules regarding their therapeutic potential against many diseases. In general, NO2-FAs inhibit nuclear factorκ-B (NF-κB), and simultaneously they activate nuclear factor (erythroid derived)-like 2 (Nrf2), which activates an antioxidant signaling pathway. NO2-FAs can be synthesized not only endogenously in the organism, but in a synthetic laboratory as well, either by a step-by-step synthesis or by a direct nitration of UFAs. The step-by-step synthesis requires specific precursor compounds and is in position to afford the desired NO2-FAs with a certain position of the nitro group. On the contrary, the direct nitration of UFAs is not a selective methodology; thus, it affords a mixture of all possible nitro isomers.