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Fatty acids (FA) have been applied as indicators of the influence of coastal sea-cage fish farming on wild fish communities in several recent scientific publications. Due to the relatively high conservation of FA composition throughout the food web, they are useful for characterizing trophic relationships. The increasing utilization of vegetable or alternative animal oils in the production of aquafeeds results in cultivated fish exhibiting higher levels of terrestrial FAs in their tissues. As previously reported, wild fish ubiquitously aggregate around fish farms as a consequence of the introduction of new habitat and the easy availability of food—fish farms act as enhanced fish aggregation devices (FADs). The influence of food pellets on the composition of wild fish has been detected in recent studies on salmon, sea bass and sea bream aquaculture, with increased levels of linoleic acid (18:2n-6) and a low n-3/n-6 ratio as clear indicators of the consumption of food pellets from the farms. The potential ecological and physiological effects on wild fish are presently unknown. In the present article, guidelines are proposed for the investigation and use of terrestrial FAs to track the effects of coastal aquaculture on wild fish communities and local fisheries, as well as the benefits or limitations of this technique. This review forms part of the FATFISH project (Dept. of Marine Sciences and Applied Biology of the University of Alicante, Dept. of Physiology of the University of Murcia and Institute of Aquaculture of the University of Stirling) and was funded by the Spanish Ministry of Science. Project Reference CTM2009-14362-CO2-01/2.