Background: The effect of dietary fat intake on the metabolic syndrome (MetS) and in turn on cardiovascular disease (CVD) remains unclear in individuals at high CVD risk. Objective: To assess the association between fat intake and MetS components in an adult Mediterranean population at high CVD risk. Design: Baseline assessment of nutritional adequacy in participants (n = 6560, men and women, 55–75 years old, with overweight/obesity and MetS) in the PREvención con DIeta MEDiterránea (PREDIMED)-Plus randomized trial. Methods: Assessment of fat intake (total fat, monounsatured fatty acids: MUFA, polyunsaturated fatty acids: PUFA, saturated fatty acids: SFA, trans-fatty acids: trans-FA, linoleic acid, α-linolenic acid, and ω-3 FA) using a validated food frequency questionnaire, and diet quality using 17-item Mediterranean dietary questionnaire and fat quality index (FQI). Results: Participants in the highest quintile of total dietary fat intake showed lower intake of energy, carbohydrates, protein and fiber, but higher intake of PUFA, MUFA, SFA, TFA, LA, ALA and ω-3 FA. Differences in MetS components were found according to fat intake. Odds (5th vs. 1st quintile): hyperglycemia: 1.3–1.6 times higher for total fat, MUFA, SFA and ω-3 FA intake; low high-density lipoprotein cholesterol (HDL-c): 1.2 higher for LA; hypertriglyceridemia: 0.7 lower for SFA and ω-3 FA intake. Conclusions: Dietary fats played different role on MetS components of high CVD risk patients. Dietary fat intake was associated with higher risk of hyperglycemia.