This review aims to present an innovative concept of high value added lipids produced by heterotrophic microorganisms, bacteria and fungi, using carbon sources, such as sugars, acids and alcohols that could come from sugarcane vinasse, which is the main byproduct from ethanol production that is released in the distillation step. Vinasse is a rich carbon source and low-cost feed-stock produced in large amounts from ethanol production. In 2019, the Brazilian Ministry of Agriculture, Livestock and Food Supply estimates that growth of ethanol domestic consumption will be 58.8 billion liters, more than double the amount in 2008. This represents the annual production of more than 588 billion liters of vinasse, which is currently used as a fertilizer in the sugarcane crop, due to its high concentration of minerals, mainly potassium. However, studies indicate some disadvantages such as the generation of Greenhouse Gas emission during vinasse distribution in the crop, as well as the possibility of contaminating the groundwater and soil. Therefore, the development of programs for sustainable use of vinasse is a priority. One profitable alternative is the fermentation of vinasse, followed by an anaerobic digester, in order to obtain biomaterials such as lipids, other byproducts, and methane. Promising high value added lipids, for instance carotenoids and polyunsaturated fatty acids (PUFAS), with a predicted market of millions of US\$, could be produced using vinasse as carbon source, to guide an innovative concept for sustainable production. Example of lipids obtained from the fermentation of compounds present in vinasse are vitamin D, which comes from yeast sucrose fermentation and Omega 3, which can be obtained by bacteria and fungi fermentation. Additionally, several other compounds present in vinasse can be used for this purpose, including sucrose, ethanol, lactate, pyruvate, acetate and other carbon sources. Finally, this paper illustrates the potential market and microbial processes, using microorganisms, for lipid production.