Ceramides are a family of lipid molecules, composed of sphingosine and a fatty acid, and transported by lipoproteins (primarily by low-density lipoproteins) in the bloodstream. They are not only structural lipids, but multifunctional and bioactive molecules with key roles in many important cellular pathways, such as inflammatory processes and apoptosis, representing potential biomarkers of cardiometabolic diseases as well as pharmacological targets. Recent data reported ceramide modulation by diet and aerobic exercise, suggesting nutrients and exercise-targeting sphingolipid pathways as a countermeasure, also in combination with other therapies, for risk and progression of chronic disease prevention and health maintenance. In this review, we focus on the available data regarding remarks on ceramide structure and metabolism, their pathophysiologic roles, and the effect of dietary habit and aerobic exercise on ceramide levels. Moreover, advancements and limitations of lipidomic techniques and simplification attempts to overcome difficulties of interpretation and to facilitate practical applications, such as the proposal of scores, are also discussed.