The use of advanced chemometrics tools in food authenticity research is crucial for managing the huge amount of data that is generated by applying state-of-the-art analytical methods such as chromatographic, spectroscopic, and non-targeted fingerprinting approaches. Thus, this review article provides description, classification, and comparison of the most important statistical techniques that are commonly employed in food authentication and traceability, including methods for exploratory data analysis, discrimination, and classification, as well as for regression and prediction. This literature revision is not intended to be exhaustive, but rather to provide a general overview to non-expert readers in the use of chemometrics in food science. Overall, the available literature suggests that the selection of the most appropriate statistical technique is dependent on the characteristics of the data matrix, but combining complementary tools is usually needed for properly handling data complexity. In that way, chemometrics has become a powerful ally in facilitating the detection of frauds and ensuring the authenticity and traceability of foods.