The aim of this study was to analyze the association between the copy number variation regions (CNVRs) and fatty acid profile phenotypes for saturated (SFA), monosaturated (MUFA), polyunsaturated (PUFA), ω6 and ω3 fatty acids, PUFA/SFA and ω6/ω3 ratios, as well as for their sums, in Nellore cattle (Bos primigenius indicus). A total of 963 males were finished in feedlot and slaughtered with approximately 2 years of age. Animals were genotyped with the BovineHD BeadChip (Illumina Inc., San Diego, CA, USA). The copy number variation (CNV) detection was performed using the PennCNV algorithm. Log R ratio (LRR) and allele B frequency (BAF) were used to estimate the CNVs. The association analyses were done using the CNVRuler software and applying a logistic regression model. The phenotype was adjusted using a linear model considering the fixed effects of contemporary group and the animal age at slaughter. The fatty acid profile was analyzed on samples of longissimus thoracis muscle using gas chromatography with a 100-m capillary column. For the association analysis, the adjusted phenotypic values were considered for the traits, while the data was adjusted for the effects of the farm and year of birth, management groups at birth, weaning, and superannuation. A total of 186 CNVRs were significant for SFA (43), MUFA (42), PUFA (66), and omega fatty acid (35) groups, totaling 278 known genes. On the basis of the results, several genes were associated with several fatty acids of different saturations. Olfactory receptor genes were associated with C12:0, C14:0, and C18:0 fatty acids. The SAMD8 and BSCL2 genes, both related to lipid metabolic process, were associated with C12:0. The RAPGEF6 gene was found to be associated with C18:2 cis-9 cis-12 n-6, and its function is related to regulation of GTPase activity. Among the results, we highlighted the olfactory receptor activity (GO:0004984), G-protein-coupled receptor activity (GO:0004930), potassium:proton antiporter activity (GO:0015386), sodium:proton antiporter activity (GO:0015385), and odorant-binding (GO:0005549) molecular functions. A large number of genes associated with fatty acid profile within the CNVRs were identified in this study. These findings must contribute to better elucidate the genetic mechanism underlying the fatty acid profile of intramuscular fat in Nellore cattle.