Glycolipid metabolism disorder are major threats to human health and life. Genetic, environmental, psychological, cellular, and molecular factors contribute to their pathogenesis. Several studies demonstrated that neuroendocrine axis dysfunction, insulin resistance, oxidative stress, chronic inflammatory response, and gut microbiota dysbiosis are core pathological links associated with it. However, the underlying molecular mechanisms and therapeutic targets of glycolipid metabolism disorder remain to be elucidated. Progress in high-throughput technologies has helped clarify the pathophysiology of glycolipid metabolism disorder. In the present review, we explored the ways and means by which genomics, transcriptomics, proteomics, metabolomics, and gut microbiomics could help identify novel candidate biomarkers for the clinical management of glycolipid metabolism disorder. We also discuss the limitations and recommended future research directions of multi-omics studies on these diseases.