This review focuses on the possible association between types of fatty acids and weight change. It examines the biological plausibility underlining these associations and the evidence obtained to date from clinical trials and epidemiological studies. Animal studies have shown that dietary short- and medium-chain fatty acids compared to long-chain fatty acids appear to promote weight loss. Similarly, monounsaturated fatty acids (MUFAs) appear to favor weight loss compared to saturated fatty acids (SFAs) in human studies. The structure of fatty acids seems to affect their degree of oxidation and deposition. Although results are conflicting, human studies follow the general trend reported in animal studies. These trials suggest that some fatty acids are prone to oxidation and some others lead to fat storage when comparing isocaloric diets. For instance, n-3 polyunsaturated fatty acids (PUFAs), eicosapentaenoic and docosahexaenoic acids are preferentially oxidizied to other PUFA but results remain inconsistent. Epidemiological studies concerning this issue reported that total dietary fat, which includes MUFA, PUFA, and SFA could increase the risk of obesity, but results are few and conflicting. The rising biological plausibility linking dietary fat quality and risk of obesity, together with the rather recent addition of fatty acids content in food composition tables, support the need for major epidemiological studies in that area.