Lipids play a critical role in cellular signaling, energy storage, and the construction of cellular membranes. In this paper, we propose a novel on-site approach for detecting and differentiating enriched unsaturated lipids based on the direct coupling of SPME probes with Raman spectroscopy. To this end, different SPME particles, namely, hydrophilic-lipophilic balanced (HLB), mixed-mode (C8-SCX), and C18, were embedded in polyacrylonitrile (PAN) and tested for their efficacy as biocompatible coatings. The C18/PAN coating showed less background interference compared to the other sorbent materials during the analysis of unsaturated lipids. In addition, different SPME parameters that influence extraction efficiency, such as extraction temperature, extraction time, and washing solvent, were also investigated. Our results indicate a clear dependence between the Raman band intensity related to the number of double bonds in fatty acids mixture and the number of double bonds in a fatty acid. Our findings further show that Raman spectroscopy is especially useful for the analysis of lipid unsaturation, which is calculated as the ratio of n(C═C)/n(CH2) using the intensities of the Raman bands at 1655/1445 cm-1. Furthermore, the developed protocol reveals great SPME activity and high detection ability for several unsaturated lipids in different complex matrixes, such as cod liver oil. Finally, the applicability of this technology was demonstrated via the characterization of cod liver oil and other vegetable oils. Thus, the proposed SPME-Raman spectroscopy approach has a great future potential in food, environmental, clinical, and biological applications.