Food-derived lipids are not only major sources of dietary energy but are increasingly recognized as active signaling molecules and dynamic regulators of immunometabolic homeostasis. This review proposes an integrated framework of multi-scale lipid signaling organized around four major regulatory axes: immune-inflammation, metabolic reprogramming, membrane structural dynamics, and organelle stress responses. Within this framework, we systematically summarize how major classes of functional food-derived lipids, including n-3 polyunsaturated fatty acids (PUFAs), short-chain fatty acids (SCFAs), phospholipids, phytosterols, and medium-chain triglycerides (MCTs), coordinately regulate health-related processes at the molecular, subcellular, and cellular levels. We further discuss their potential protective roles and translational evidence in cardiovascular disease, neurodegenerative disorders, intestinal inflammatory diseases, and cancer-related nutritional support. In addition, we examine how lipidomics, multi-omics integration, and artificial intelligence are driving the field from empirical use toward mechanism-guided precision nutrition. Finally, we highlight major challenges that currently limit clinical translation, including bioavailability, interindividual heterogeneity in responsiveness, variation in endpoint selection, and the need for more rigorous validation of causal mechanisms. Overall, this review provides a systematic perspective on the signaling functions of food-derived lipids and their emerging potential in precision nutrition and disease management.