The Hedgehog (HH) signaling pathway is critical in embryonic development, stem cell biology, tissue homeostasis, chemoattraction and synapse formation. Irregular HH signaling is associated with a number of disease conditions including congenital disorders and cancer. In particular, deregulation of HH signaling has been linked to skin, brain, lung, colon and pancreatic cancers. Key mediators of the HH signaling pathway are the 12-pass membrane protein Patched (PTC), the 7-pass membrane protein Smoothened (SMO) and the GLI transcription factors. PTC shares homology with the RND family of small-molecule transporters and it has been proposed that it interferes with SMO through metabolites. Although a conclusive picture is lacking, substantial efforts are made to identify and understand natural metabolites/sterols, including cholesterol, vitamin D3, oxysterols and glucocorticoides, that may be affected by, or influence the HH signaling cascade at the level of PTC and SMO. In this review we will elaborate the role of metabolites in HH signaling with a focus on oxysterols, and discuss advancements in modern analytical approaches in the field.