Lipidomics is an important branch of metabolomics, which aims at the detailed analysis of lipid species and their multiple roles in the living system. In recent years, the development of various analytical methods for effective identification and characterization of lipids has greatly promoted the process of lipidomics. Meanwhile, as many diseases demonstrate a remarkable alteration in lipid profiles compared with that of healthy people, lipidomics has been extensively introduced to disease research. The comprehensive lipid profiling provides a chance to discover novel biomarkers for specific disease. In addition, it plays a crucial role in the study of lipid metabolism, which could illuminate the pathogenesis of diseases. In this review, after brief discussion of analytical methods for lipidomics in clinical research, we focus on the recent advances of lipidomics related to four types of diseases, including cancer, atherosclerosis, diabetes mellitus, and Alzheimer's disease.