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Obesity caused by the overconsumption of calories has increased to epidemic proportions. Insulin resistance is often associated with an increased adiposity and is a precipitating factor in the development of cardiovascular disease, type 2 diabetes, and altered metabolic health. Of the various factors contributing to metabolic impairments, nutrition is the major modifiable factor that can be targeted to counter the rising prevalence of obesity and metabolic diseases. However, the macronutrient composition of a nutritionally balanced “healthy diet” are unclear, and so far, no tested dietary intervention has been successful in achieving long-term compliance and reductions in body weight and associated beneficial health outcomes. In the current review, we briefly describe the role of the three major macronutrients, carbohydrates, fats, and proteins, and their role in metabolic health, and provide mechanistic insights. We also discuss how an integrated multi-dimensional approach to nutritional science could help in reconciling apparently conflicting findings.