Lipid oxidation analysis in food samples is a relevant topic since compounds generated in the process are related to undesirable sensory and biological effects. As the process is complex and depends on the type of lipid substrate, oxidation agents and environmental factors, proper measurement of lipid oxidation remains a challenging task. A great variety of methodologies have been developed and implemented so far, both for determining primary oxidation products and secondary oxidation products. Most common methods and classical procedures are described, including peroxide value, TBARS analysis and chromatography. Some other methodologies such as chemiluminescence, fluorescence emission, Raman spectroscopy, infrared spectroscopy or magnetic resonance, provide interesting and promising results, so attention must be paid to these alternative techniques in the area of food lipid oxidation analysis.