Lipid-soluble molecules share several aspects of their physiology due to their common adaptations to a hydrophilic environment, and may interact to regulate their action in a tissue-specific manner. Dietary conjugated linoleic acid (CLA) is a fatty acid with a conjugated diene structure that is found in low concentrations in ruminant products and available as a nutritional supplement. CLA has been shown to increase tissue levels of retinol (vitamin A alcohol) and its sole specific circulating carrier protein retinol-binding protein (RBP or RBP4). However, the precise mechanism of this action has not been elucidated yet. Here, we provide a summary of the current knowledge in this specific area of research and speculate that retinol and CLA may compete for catabolic pathways modulated by the activity of PPAR-α and RXR heterodimer. We also present preliminary data that may position PPAR-α at the crossroads between the metabolism of lipids and vitamin A.