Multi-dimensional mass spectrometry-based shotgun lipidomics (MDMS-SL) is a well-developed technology for global lipid analysis, which identifies and quantifies individual lipid molecular species directly from lipid extracts of biological samples. By using this technology, we have revealed three marked changes of lipids in brain samples of subjects with mild cognitive impairment of Alzheimer's disease including sulfatides, ceramides, and plasmalogens. Further studies using MDMS-SL lead us to the identification of the potential biochemical mechanisms responsible for the altered lipids at the disease state, which are thoroughly discussed in this minireview. Specifically, in studies to identify the causes responsible for sulfatide depletion at the mild cognitive impairment stage of Alzheimer's disease, we have found that apolipoprotein E is associated with sulfatide transport and mediates sulfatide homeostasis in the nervous system through lipoprotein metabolism pathways and that alterations in apolipoprotein E-mediated sulfatide trafficking can lead to sulfatide depletion in the brain. Collectively, the results obtained from lipidomic analyses of brain samples provide important insights into the biochemical mechanisms underlying the pathogenesis of Alzheimer's disease.