Mushrooms are becoming relevant foods due to their nutritional, gastronomic, and pharmacological properties, namely, antioxidant, antitumor, and antimicrobial properties. However, although several mushroom species have been chemically characterized, the evaluation of the triacylglycerol (TAG) profile remains nearly unknown. Because TAG was formerly used to assess the authentication of highly valued commercial oils, and the distribution of fatty acids on the glycerol molecule is genetically controlled, the potential of the TAG profile to act as a taxonomical marker was evaluated in 30 wild mushroom species. Principal component analysis and linear discriminant analysis were used to verify the taxonomical rank (order, family, genus, or species) more related with the detected TAG profile. The results pointed out that the ability of the TAG profile to discriminate mushroom samples increased for the lower taxonomical ranks, reaching a maximal performance for species discrimination. Because there is a high resemblance among mushroom species belonging to the same genus and considering that conservation techniques applied to mushrooms often change their physical properties, this might be considered as a valuable outcome with important practical applications.