Lipids are basic constituents of our diet. They play an active part in the acceptability, flavour and perception of our foods. At the same time, they are also regarded as beneficial for health or as sources to various pathologies. Until now, the nutritional impact of the various dietary lipid structures beyond the amounts of ingested lipids and selected fatty acids has been marginally taken into account in nutritional studies and thus in food application. This review gathers first our current knowledge on the diversity of molecular and supramolecular structures of dietary lipids, and then based on the scientific studies carried out on the human model, tempts to sum up the current knowledge and the latest hypotheses concerning the metabolic and nutritional effects of these multiscale structures. It is shown that the perception of lipids in the mouth during oral processing modulates the production of digestive fluids and food intake. Then, during the stomach and intestine phases of lipid digestion, the kinetics of release of the fatty acids are modulated by the multiscale structures of lipids influencing the fatty acid bioaccessibility and rate of absorption. In turn this may impair the post-absorption metabolism and nutritional effects. Future trends of research are evoked as concluding remarks.