Nuclear receptors (NRs) are ligand-dependent transcription factors whose activation affects genes controlling vital processes. Among them, the peroxisome proliferator-activated receptors (PPARs) have emerged as links between lipids, metabolic diseases, and innate immunity. PPARs are activated by fatty acids and their derivatives, many of which also signal through membrane receptors, thereby creating a lipid signaling network between the cell surface and the nucleus. Tissues that play a role in whole-body metabolic homeostasis, such as adipose tissue, liver, skeletal muscle, intestines, and blood vessel walls, are prone to inflammation when metabolism is disturbed, a complication that promotes type 2 diabetes and cardiovascular disease. This review discusses the protective roles of PPARs in inflammatory conditions and the therapeutic anti-inflammatory potential of PPAR ligands.