The oxidation of lipids containing polyunsaturated omega-3 or omega-6 acyl groups, such as docosahexenoic, eicosapentenoic, linolenic, arachidonic, or linoleic groups, and of the corresponding fatty acids, generates among other compounds alpha,beta -unsaturated aldehydes supporting different functional groups containing oxygen, which can be named oxygenated alpha,beta -unsaturated aldehydes (OalphabetaUAs). These compounds can be produced in cells and tissues of living organisms or in foods during processing or storage, and from these latter can be absorbed through the diet. In the last few years, OalphabetaUAs are receiving a great deal of attention because they are being considered as possible causal agents of numerous diseases, such as chronic inflammation, neurodegenerative diseases, adult respiratory distress syndrome, atherogenesis, diabetes, and different types of cancer. This review deals with the nature of the different kinds of OalphabetaUAs detected until now, their reactivity and consequent biological activity; the several pathways proposed for their formation; the current knowledge about the influence of both oxidative conditions and lipids nature in the rate of formation and yield of each kind of OalphabetaUAs in edible oils; the methods described until now to determine the presence in foods of some of these compounds, such as 4-hydroxy-trans-2-nonenal, 4-hydroxy-trans-2-octenal, 4-hydroxy-trans-2-hexenal and 4-oxo-trans-2-hexenal; and finally, the levels found of some of them in several foods.