Environmental or internal noxious stimuli excite the primary sensory nerves in our body. The sensory nerves relay these signals by electrical discharges to the brain, leading to pain perception. Six transient receptor potential (TRP) ion channels are expressed in the sensory nerve terminals and play a crucial role in sensing diverse noxious stimuli. Cation influx through activated TRP ion channels depolarizes the plasma membrane, resulting in neuronal excitation and pain. Natural and synthetic compounds have been found to act on these sensory TRP channels to alter the nociception. Evidence is growing that lipidergic substances are also cable of modifying TRP ion channel activity by direct binding. Here, we focus on endogenously generated lipids that modulate the sensory TRP activities. Unsaturated fatty acids or their metabolites via lipoxygenase, cyclooxygenase or epoxygenase are able to modulate (activate, inhibit or potentiate) the function of specific TRPs. Isoprene lipids, diacylglycerol, resolvin, and lysophospholipids also show distinct activities on sensory TRP channels. Outcomes caused by the interactions between sensory TRPs and lipid ligands are also discussed. The knowledge we collected here implicates that information on lipidergic ligands may contribute to our understanding of peripheral pain mechanism and provide an opportunity to design novel therapeutic strategies.