Sustainable nutrition represents a formidable challenge for providing people with healthy, nutritious and affordable food, while reducing waste and impacts on the environment. Acknowledging the complexity and multi-dimensional nature of the food system, this article addresses the main issues related to sustainability in nutrition, existing scientific data and advances in research and related methodologies. Vegetable oils are epitomized as a case study in order to figure out the challenges inherent to sustainable nutrition. Vegetable oils crucially provide people with an affordable source of energy and are essential ingredients of a healthy diet, but entail varying social and environmental costs and benefits. Accordingly, the productive and socioeconomic context encompassing vegetable oils requires interdisciplinary research based on appropriate analyses of big data in populations undergoing emerging behavioral and environmental pressures. Since oils represent a major and growing source of energy at a global level, their role in sustainable nutrition should be considered beyond pure nutritional facts, at the light of soil preservation, local resources and human needs in terms of health, employment and socio-economic development.