Nutritional status may exert a profound effect on immune system functions. Hence, several parameters of immune system are modified by dietary lipid administration, as lymphocyte proliferation, cytokine production, natural killer activity, antigen presentation, etc. Thus, numerous studies have indicated the key role of lipids as immune response modulators. These properties have been applied in the treatment of autoimmune and inflammatory diseases. As a result, the reduction or suppression of immune status due to lipid incorporation promotes an impairment in the ability of host natural response to eliminate infectious microorganisms as bacteria or parasites. In the present review, we analyze the current status about the relationship among dietary lipids, reduction of immune parameters and reduction of host natural response against infectious diseases. Many discrepancies are discussed, although several studies indicate a close association between dietary lipid manipulation and impairment in the elimination of bacteria, viruses or parasites. On the other hand, other studies point out a beneficial effect of dietary lipid manipulation on the host natural response. Future investigations will determine the events involved in the regulation of immune response by fatty acids and their role in the elimination of pathogenic agents.