Lipids are essential for cellular functioning considering their role in membrane composition, signaling, and energy metabolism. The brain is the second most abundant organ in terms of lipid concentration and diversity only after adipose tissue. However, in the central system (CNS) lipid dysregulation has been linked to the etiology, progression, and severity of neurodegenerative diseases such as Alzheimeŕs, Parkinson, and Multiple Sclerosis. Advances in the human genome and subsequent sequencing technologies allowed us the study of lipidomics as a promising approach to diagnosis and treatment of neurodegeneration. Lipidomics advances rapidly increased the amount and quality of data allowing the integration with other omic types as well as implementing novel bioinformatic and quantitative tools such as machine learning (ML). Integration of lipidomics data with ML, as a powerful quantitative predictive approach, led to improvements in diagnostic biomarker prediction, clinical data integration, network, and systems approaches for neural behavior, novel etiology markers for inflammation, and neurodegeneration progression and even Mass Spectrometry image analysis. In this sense, by exploiting lipidomics data with ML is possible to improve the identification of new biomarkers or unveil new molecular mechanisms associated with lipid impairment across neurodegeneration. In this review, we present the lipidomic neurobiology state-of-the-art highlighting its potential applications to study neurodegenerative conditions. Also, we present theoretical background, applications, and advances in the integration of lipidomics with ML. This review opens the door to new approaches in this rising field.