Parkinson's disease (PD) is the second-most common neurodegenerative disease in the world, affecting up to 10 million people. This disease mainly happens due to the loss of dopaminergic neurons accountable for memory and motor function. Partial glucocerebrosidase enzyme deficiency and the resultant excess accumulation of glycosphingolipids and alpha-synuclein (α-syn) aggregation have been linked to predominant risk factors that lead to neurodegeneration and memory and motor defects in PD, with known and unknown causes. An increasing body of evidence uncovers the role of several other lipids and their association with α-syn aggregation, which activates the innate and adaptive immune system and sparks brain inflammation in PD. Here, we review the emerging role of a number of lipids, i.e., triglyceride (TG), diglycerides (DG), glycerophosphoethanolamines (GPE), polyunsaturated fatty acids (PUFA), sphingolipids, gangliosides, glycerophospholipids (GPL), and cholesterols, and their connection with α-syn aggregation as well as the induction of innate and adaptive immune reactions that trigger neuroinflammation in PD.