Milk fat globule membrane (MFGM) contains lipids, which are essential for promoting infant brain development and improving cognition. In this study, the lipid differences between human MFGM and four dietary lipid sources (cow MFGM, soybean, krill, and yolk) were compared using the UHPLC-Q-Exactive MS-based lipidomics techniques. A total of 45 lipid classes and 5048 lipid species were detected. The analysis of phospholipid classes revealed that the lipid composition of human MFGM and cow MFGM was more similar than the other dietary-derived lipids. Additionally, the human MFGM lipid species were compared with cow MFGM, soybean, krill, and yolk, and 401, 416, 494, and 444 significantly different lipids were identified, respectively. Through lipid metabolic pathway analysis, differential lipids were mainly involved in the glycerophospholipid metabolic pathway. Overall, these results will provide a rationale for the future addition of lipids to infant formula to more closely approximate human MFGM lipid profiles.