Nutrients, lipids in particular, make up the central nervous system structure and play major functional roles: they stimulate development, migration, and nerve cell differentiation. They are part of gray matter, white matter, nerve nuclei, and synaptogenesis. Breast milk contains lipids which are crucial for infant brain development. The lipid profile of breast milk was used as a guideline for the development of breast milk substitutes. However, to date, no substitute has matched it. Complementary feeding should include docosahexaenoic acid, arachidonic acid, other polyunsaturated fatty acids, saturated fatty acids, and complex lipids found in milk fat. The lipid composition of breast milk depends on maternal intake and nutritional status during pregnancy and breast-feeding. It has a great impact on development. Our goal is to review scientific literature regarding the role of lipids on infant brain development and the importance of breast milk lipid composition, maternal diet, and complementary feeding.