Maintaining appropriate levels of physical exercise is an optimal way for keeping a good state of health. At the same time, optimal exercise performance necessitates an integrated organ system response. In this respect, physical exercise has numerous repercussions on metabolism and function of different organs and tissues by enhancing whole-body metabolic homeostasis in response to different exercise-related adaptations. Specifically, both prolonged and intensive physical exercise produce vast changes in multiple and different lipid-related metabolites. Lipidomic technologies allow these changes and adaptations to be clarified, by using a biological system approach they provide scientific understanding of the effect of physical exercise on lipid trajectories. Therefore, this systematic review aims to indicate and clarify the identifying biology of the individual response to different exercise workloads, as well as provide direction for future studies focused on the body’s metabolome exercise-related adaptations. It was performed using five databases (Medline (PubMed), Google Scholar, Embase, Web of Science, and Cochrane Library). Two author teams reviewed 105 abstracts for inclusion and at the end of the screening process 50 full texts were analyzed. Lastly, 14 research articles specifically focusing on metabolic responses to exercise in healthy subjects were included. The Oxford quality scoring system scale was used as a quality measure of the reviews. Information was extracted using the participants, intervention, comparison, outcomes (PICOS) format. Despite that fact that it is well-known that lipids are involved in different sport-related changes, it is unclear what types of lipids are involved. Therefore, we analyzed the characteristic lipid species in blood and skeletal muscle, as well as their alterations in response to chronic and acute exercise. Lipidomics analyses of the studies examined revealed medium- and long-chain fatty acids, fatty acid oxidation products, and phospholipids qualitative changes. The main cumulative evidence indicates that both chronic and acute bouts of exercise determine significant changes in lipidomic profiles, but they manifested in very different ways depending on the type of tissue examined. Therefore, this systematic review may offer the possibility to fully understand the individual lipidomics exercise-related response and could be especially important to improve athletic performance and human health.