The aim of this research was to validate the effectiveness of the Healthy Fatty Index (HFI) regarding some foods of animal origin (meat, processed, fish, milk products, and eggs) typical of the Western diet and to compare these results with two consolidated indices (atherogenic-AI, and thrombogenic-TI) in the characterization of the nutritional features of their lipids. The fatty acids profile (% of total fatty acids and mg/100 g) of 60 foods, grouped in six subclasses, was used. The AI, TI, and HFI indexes were calculated, and the intraclass correlation coefficients and the degree of agreement were evaluated using different statistical approaches. The results demonstrated that HFI, with respect to AI and TI, seems better able to consider the complexity of the fatty acid profile and the different fat contents. HFI and AI are the two most diverse indices, and they can provide different food classifications. AI and IT exhibit only a fair agreement in regards to food classification, confirming that such indexes are always to be considered indissolubly and never separately, in contrast to the HFI, which can stand alone.