The prevalence of obesity and atherosclerosis has substantially increased worldwide over the past several decades. Peroxisome proliferator-activated receptors (PPARs), as fatty acids sensors, have been therapeutic targets in several human lipid metabolic diseases, such as obesity, atherosclerosis, diabetes, hyperlipidaemia, and non-alcoholic fatty liver disease. Constitutive androstane receptor (CAR) and liver X receptors (LXRs) were also reported as potential therapeutic targets for the treatment of obesity and atherosclerosis, respectively. Further clarification of the internal relationships between these three lipid metabolic nuclear receptors is necessary to enable drug discovery. In this review, we mainly summarized the cross-talk of PPARs-CAR in obesity and PPARs-LXRs in atherosclerosis.