Mitochondria are highly dynamic organelles involved in various cellular processes such as energy production, regulation of calcium homeostasis, lipid trafficking, and apoptosis. To fulfill all these functions and preserve their morphology and dynamic behavior, mitochondria need to maintain a defined protein and lipid composition in both their membranes. The maintenance of mitochondrial membrane identity requires a selective and regulated transport of specific lipids from/to the endoplasmic reticulum (ER) and across the mitochondria outer and inner membranes. Since they are not integrated in the classical vesicular trafficking routes, mitochondria exchange lipids with the ER at sites of close apposition called membrane contact sites. Deregulation of such transport activities results in several pathologies including cancer and neurodegenerative disorders. However, we are just starting to understand the function of ER-mitochondria contact sites in lipid transport, what are the proteins involved and how they are regulated. In this review, we summarize recent insights into lipid transport pathways at the ER-mitochondria interface and discuss the implication of recently identified lipid transfer proteins in these processes.