Important players in triglyceride (TG) metabolism include the liver (production), white adipose tissue (WAT) (storage), heart and skeletal muscle (combustion to generate ATP), and brown adipose tissue (BAT) (combustion toward heat), the collective action of which determine plasma TG levels. Interestingly, recent evidence points to a prominent role of the hypothalamus in TG metabolism through innervating the liver, WAT, and BAT mainly via sympathetic branches of the autonomic nervous system. Here, we review the recent findings in the area of sympathetic control of TG metabolism. Various neuronal populations, such as neuropeptide Y (NPY)-expressing neurons and melanocortin-expressing neurons, as well as peripherally produced hormones (i.e., GLP-1, leptin, and insulin), modulate sympathetic outflow from the hypothalamus toward target organs and thereby influence peripheral TG metabolism. We conclude that sympathetic stimulation in general increases lipolysis in WAT, enhances VLDL-TG production by the liver, and increases the activity of BAT with respect to lipolysis of TG, followed by combustion of fatty acids toward heat. Moreover, the increased knowledge about the involvement of the neuroendocrine system in TG metabolism presented in this review offers new therapeutic options to fight hypertriglyceridemia by specifically modulating sympathetic nervous system outflow toward liver, BAT, or WAT.