Lipophilic micronutrients (LM) constitute a large family of molecules including several vitamins (A, D, E, K) and carotenoids. Their ability to regulate gene expression is becoming increasingly clear and constitutes an important part of nutrigenomics. Interestingly, adipose tissue is not only a main storage site for these molecules within the body, but it is also subjected to the regulatory effects of LM. Indeed, several gene regulations have been described in adipose tissue that could strongly impact its biology with respect to the modulation of adipogenesis, inflammatory status, or energy homeostasis and metabolism, among others. The repercussions in terms of health effects of such regulations in the context of obesity and associated pathologies represent an exciting and emerging field of research. The present review will focus on the regulatory effects of vitamin A, D, E and K as well as carotenoids on adipose tissue biology and physiology, notably in the context of obesity and associated disorders.