Obesity is considered an increasingly widespread disease in the world population, regardless of age and gender. Genetic but also lifestyle-dependent causes have been identified. Nutrition and physical exercise play an important role, especially in non-genetic obesity. In a three-compartment model, the body is divided into fat mass, fat-free mass and water, and obesity can be considered a condition in which the percentage of total fat mass is in excess. People with a high BMI index or overweight use self-medications, such as food supplements or teas, with the aim to prevent or treat their problem. Unfortunately, there are several obesity modulators that act both on the pathways that promote adipogenesis and those that inhibit lipolysis. Moreover, these pathways involve different tissues and organs, so it is very difficult to identify anti-obesity substances. A network of factors and cells contributes to the accumulation of fat in completely different body districts. The identification of natural anti-obesity agents should consider this network, which we would like to call “obesosome”. The nutrigenomic, nutrigenetic and epigenetic contribute to making the identification of active compounds very difficult. This narrative review aims to highlight nutraceuticals that, in vitro or in vivo, showed an anti-obesity activity or were found to be useful in the control of dysfunctions which are secondary to obesity. The results suggest that it is not possible to use a single compound to treat obesity, but that the studies have to be addressed towards the identification of mixtures of nutraceuticals.