Supercritical fluid chromatography (SFC) is a promising separation technique for comprehensive lipid profiling, or lipidomics. SFC facilitates superior high-throughput separation as compared to liquid chromatography (LC), and can be applied for the simultaneous profiling of diverse lipids with a wide range of polarities due to the physicochemical properties of its mobile phase. To date, analytical methods for fatty acyl, glycerolipid, glycerophospholipid, sphingolipid, sterol lipid, and prenol lipid profiling using SFC coupled to mass spectrometry (MS) have been developed. Hundreds of different molecular species have been identified from biological samples by combining SFC/MS and bioinformatics tools. In addition, SFC can be connected directly with supercritical fluid extraction (SFE), which is suitable for the efficient recovery of hydrophobic compounds that are susceptible to photolytic degradation and oxidation. Online SFE-SFC/MS can be utilized for the high-throughput analysis of the redox status of coenzyme Q10 (CoQ10), and phospholipids in dried plasma spots (DPS). These techniques have potential applications in the high-throughput screening of a large number of samples, in biomarker discovery, and in the elucidation of lipid metabolism mechanisms based on the functions of individual lipid molecular species.