Nuts and vegetable oils are important sources of fat and of a wide variety of micronutrients and phytochemicals. Following their intake, several of their constituents, as well as their derived metabolites, are found in blood circulation and in urine. As a consequence, these could be used to assess the compliance to a dietary intervention or to determine habitual intake of nuts and vegetable oils. However, before these metabolites can be widely used as biomarkers of food intake (BFIs), several characteristics have to be considered, including specificity, dose response, time response, stability, and analytical performance. We have, therefore, conducted an extensive literature search to evaluate current knowledge about potential BFIs of nuts and vegetable oils. Once identified, the strengths and weaknesses of the most promising candidate BFIs have been summarized. Results from selected studies have provided a variety of compounds mainly derived from the fatty fraction of these foods, but also other components and derived metabolites related to their nutritional composition. In particular, α-linolenic acid, urolithins, and 5-hydroxyindole-3-acetic acid seem to be the most plausible candidate BFIs for walnuts, whereas for almonds they could be α-tocopherol and some catechin-derived metabolites. Similarly, several studies have reported a strong association between selenium levels and consumption of Brazil nuts. Intake of vegetable oils has been mainly assessed through the measurement of specific fatty acids in different blood fractions, such as oleic acid for olive oil, α-linolenic acid for flaxseed (linseed) and rapeseed (canola) oils, and linoleic acid for sunflower oil. Additionally, hydroxytyrosol and its metabolites were the most promising distinctive BFIs for (extra) virgin olive oil. However, most of these components lack sufficient specificity to serve as BFIs. Therefore, additional studies are necessary to discover new candidate BFIs, as well as to further evaluate the specificity, sensitivity, dose-response relationships, and reproducibility of these candidate biomarkers and to eventually validate them in other populations. For the discovery of new candidate BFIs, an untargeted metabolomics approach may be the most effective strategy, whereas for increasing the specificity of the evaluation of food consumption, this could be a combination of different metabolites.