Lipids consists of several hundreds to thousands of molecular lipid species with diverse chemical and structural properties that constitute membranes, store metabolic energy, and function as signalling molecules. Recently, comprehensive quantitative analysis of lipids, i.e., lipidomics, is used as a powerful tool for medical science, pharmaceutical research, food, and biotechnology. A supercritical fluid is a substance whose temperature and pressure are above their critical values, and it possesses features such as low viscosity and high diffusivity. Therefore, it exhibits suitable properties for usage in the mobile phase of chromatography and extraction solvent. Supercritical fluid chromatography (SFC) is characterized by high resolution at high flow rate. On the other hand, supercritical fluid extraction (SFE) has been effectively applied to extract easily oxidized compounds without pretreatment processes. This review focused on the development of an analytical system for lipidomic analysis by utilizing supercritical fluid technology.