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Ovary maturation, oocyte differentiation, and embryonic development in shrimp are highly dependent on nutritional lipids taken up by female broodstocks. These lipids are important as energy sources as well as for cell signaling. In this study, we report on the compositions of major lipids, i.e. phosphatidylcholines (PCs), triacylglycerols (TAGs), and fatty acids (FAs), in the ovaries of the banana shrimp, Penaeus merguiensis, during ovarian maturation. Thin-layer chromatography analysis showed that the total PC and TAG signal intensities increased during ovarian maturation. Further, by using gas chromatography, we found that (1) FAs 14:0, 16:1, 18:1, 18:2, 20:1, and 22:6 proportionally increased as ovarian development progressed to more mature stages; (2) FAs 16:0, 18:0, 20:4, and 20:5 proportionally decreased; and (3) FAs 15:0, 17:0, and 20:2 remained unchanged. By using imaging mass spectrometry, we found that PC 16:0/16:1 and TAG 18:1/18:2/22:6 were detected in oocytes stages 1 and 2. PCs 16:1/20:4, 16:0/22:6, 18:3/22:6, 18:1/22:6, 20:5/22:6, and 22:6/22:6 and TAGs 16:0/16:1/18:3, 16:0/18:1/18:3, 16:0/18:1/18:1, and 16:0/18:2/22:6 were present in all stages of oocytes. In contrast, the PC- and TAG-associated FAs 20:4, 20:5, and 22:6 showed high signal intensities in stage 3 and 4 oocytes. These FAs may act as nutrition sources as well as signaling molecules for developing embryos and the hatching process. Knowledge of lipid compositions and localization could be helpful for formulating the diet for female broodstocks to promote fecundity and larval production.