In the last decade, it has become obvious that Alzheimer's disease (AD) is closely linked to changes in lipids or lipid metabolism. One of the main pathological hallmarks of AD is amyloid-β (Aβ) deposition. Aβ is derived from sequential proteolytic processing of the amyloid precursor protein (APP). Interestingly, both, the APP and all APP secretases are transmembrane proteins that cleave APP close to and in the lipid bilayer. Moreover, apoE4 has been identified as the most prevalent genetic risk factor for AD. ApoE is the main lipoprotein in the brain, which has an abundant role in the transport of lipids and brain lipid metabolism. Several lipidomic approaches revealed changes in the lipid levels of cerebrospinal fluid or in post mortem AD brains. Here, we review the impact of apoE and lipids in AD, focusing on the major brain lipid classes, sphingomyelin, plasmalogens, gangliosides, sulfatides, DHA, and EPA, as well as on lipid signaling molecules, like ceramide and sphingosine-1-phosphate. As nutritional approaches showed limited beneficial effects in clinical studies, the opportunities of combining different supplements in multi-nutritional approaches are discussed and summarized.