Pyroptosis is a novel pro-inflammatory cell programmed death dependent on Gasdermin (GSMD) family-mediated membrane pore formation and subsequent cell lysis, accompanied by the release of inflammatory factors and expanding inflammation in multiple tissues. All of these processes have impacts on a variety of metabolic disorders. Dysregulation of lipid metabolism is one of the most prominent metabolic alterations in many diseases, including the liver, cardiovascular system, and autoimmune diseases. Lipid metabolism produces many bioactive lipid molecules, which are important triggers and endogenous regulators of pyroptosis. Bioactive lipid molecules promote pyroptosis through intrinsic pathways involving reactive oxygen species (ROS) production, endoplasmic reticulum (ER) stress, mitochondrial dysfunction, lysosomal disruption, and the expression of related molecules. Pyroptosis can also be regulated during the processes of lipid metabolism, including lipid uptake and transport, de novo synthesis, lipid storage, and lipid peroxidation. Taken together, understanding the correlation between lipid molecules such as cholesterol and fatty acids and pyroptosis during metabolic processes can help to gain insight into the pathogenesis of many diseases and develop effective strategies from the perspective of pyroptosis.