Currently, the authentication analysis of edible fats and oils is an emerging issue not only by producers but also by food industries, regulators, and consumers. The adulteration of high quality and expensive edible fats and oils as well as food products containing fats and oils with lower ones are typically motivated by economic reasons. Some analytical methods have been used for authentication analysis of food products, but some of them are complex in sampling preparation and involving sophisticated instruments. Therefore, simple and reliable methods are proposed and developed for these authentication purposes. This review highlighted the comprehensive reports on the application of infrared spectroscopy combined with chemometrics for authentication of fats and oils. New findings of this review included (1) FTIR spectroscopy combined with chemometrics, which has been used to authenticate fats and oils; (2) due to as fingerprint analytical tools, FTIR spectra have emerged as the most reported analytical techniques applied for authentication analysis of fats and oils; (3) the use of chemometrics as analytical data treatment is a must to extract the information from FTIR spectra to be understandable data. Next, the combination of FTIR spectroscopy with chemometrics must be proposed, developed, and standardized for authentication and assuring the quality of fats and oils.