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The α,β polyunsaturated lipid aldehydes are potent lipid electrophiles that covalently modify lipids, proteins, and nucleic acids. Recent work highlights the critical role these lipids play under both physiological and pathological conditions. Protein carbonylation resulting from nucleophilic attack of lysine, histidine, and cysteine residues is a major outcome of oxidative stress and functions as a redox-sensitive signaling mechanism with roles in autophagy, cell proliferation, transcriptional control, and apoptosis. In addition, protein carbonylation is implicated as an initiating factor in mitochondrial dysfunction and endoplasmic reticulum stress, providing a mechanistic connection between oxidative stress and metabolic disease. In this review, we discuss the generation and metabolism of reactive lipid aldehydes, as well as their signaling roles.