Background: The brain is rich in lipid content, so a physiopathological pathway in Alzheimer’s disease (AD) could be related to lipid metabolism impairment. The study of lipid profiles in plasma samples could help in the identification of early AD changes and new potential biomarkers. Methods: An untargeted lipidomic analysis was carried out in plasma samples from preclinical AD (n = 11), mild cognitive impairment-AD (MCI-AD) (n = 31), and healthy (n = 20) participants. Variables were identified by means of two complementary methods, and lipid families’ profiles were studied. Then, a targeted analysis was carried out for some identified lipids. Results: Statistically significant differences were obtained for the diglycerol (DG), lysophosphatidylethanolamine (LPE), lysophosphatidylcholine (LPC), monoglyceride (MG), and sphingomyelin (SM) families as well as for monounsaturated (MUFAs) lipids, among the participant groups. In addition, statistically significant differences in the levels of lipid families (ceramides (Cer), LPE, LPC, MG, and SM) were observed between the preclinical AD and healthy groups, while statistically significant differences in the levels of DG, MG, and PE were observed between the MCI-AD and healthy groups. In addition, 18:1 LPE showed statistically significant differences in the targeted analysis between early AD (preclinical and MCI) and healthy participants. Conclusion: The different plasma lipid profiles could be useful in the early and minimally invasive detection of AD. Among the lipid families, relevant results were obtained from DGs, LPEs, LPCs, MGs, and SMs. Specifically, MGs could be potentially useful in AD detection; while LPEs, LPCs, and SM seem to be more related to the preclinical stage, while DGs are more related to the MCI stage. Specifically, 18:1 LPE showed a potential utility as an AD biomarker.