It has been known for many years that excessive consumption of saturated fats has proatherogenic properties, contrary to unsaturated fats. However, the molecular mechanism covering these effects is not fully understood. In this paper, we aimed to identify differentially expressed genes (DEGs) using RNA-sequencing, following feeding pigs with different sources of fat. After comparison of adipose samples from three dietary groups (rapeseed oil (n = 6), beef tallow (n = 5), coconut oil (n = 5)), we identified 29 DEGs (adjusted p-value < 0.05, fold change > 1.3) between beef tallow and rapeseed oil and 2 genes between coconut oil and rapeseed oil groups. No differentially expressed genes were observed between coconut oil and beef tallow groups. Almost all 29 DEGs between rapeseed oil and beef tallow groups are connected to neurodegenerative, cardiovascular diseases, or cancer (e.g., PLAU, CYBB, NCF2, ZNF217, CHAC1, CTCFL). Functional analysis of these genes revealed that they are associated with fluid shear stress response, complement and coagulation cascade, ROS signaling, neurogenesis, and regulation of protein binding and protein catabolic processes. Furthermore, gene set enrichment analysis (GSEA) of the whole datasets from all three comparisons suggests that both beef tallow and coconut oil may trigger changes in the expression level of genes crucial in the pathogenesis of civilization diseases.