The epidermis is the first protective barrier against pathogenic agents. It hosts a complex of beneficial microorganisms for the skin, such as lipid-dependent yeasts of the Malassezia genus. In the epidermis, this yeast interacts with keratinocytes while follicles that contain the sebaceous glands with a variety of lipids such as squalene, triglycerides, free fatty acids, and others, turning the skin into a suitable place for these yeasts to establish their ecological niche. Little is known about the mechanisms by which Malassezia overcomes the skin natural barrier. This study assessed the addition of representative cutaneous fatty acids (stearic acid, oleic acid, and squalene) during the infection of Malassezia globosa, M. restricta, M. furfur, and M. sympodialis with the Human Epidermal Keratinocytes, adult (HEKa) cell line. Keratinocytes were infected with Malassezia spp., and parameters associated with the infection, such as cell viability, cytotoxicity, invasiveness, and immune response, were evaluated. Gene expression related to virulence was analyzed by real-time PCR. Adding fatty acids changes the infection process, decreases cell viability, and causes a cytotoxic effect on keratinocytes. M. furfur and M. sympodialis, showed a negative impact against keratinocytes and is increased by the presence of fatty acids. Malassezia spp. express genes related to pathogenesis-like lipases, allergens, and peptidases to interact with skin cells. Moreover, Malassezia spp. promote the secretion of inflammatory cytokines by keratinocytes, such as IL-8, IL-18, and IL-33, when infecting in a lipid-supplemented media.