Acquiring sufficient nutrients is particularly important for insects that are unable to synthesize certain nutrient types de novo, as is the case for numerous parasitoid species that do not synthesize lipids. The lipid reserves of parasitoids are acquired from a single host during larval development. This imposes constraints on the quantity and quality of available lipids. In the present study, the lipid dynamics throughout the trophic cascade are investigated by measuring lipogenic ability, modifications in fatty acid composition and host exploitation efficiency in species at different trophic positions within the community of parasitoids associated with the gall wasp Diplolepis rosae L. (Hymenoptera: Cynipidae). The results obtained show that lipid levels remain stable or decline after feeding in all species, indicating that none of the wasps synthesize lipids. Fatty acid composition is highly similar between the gall wasp, parasitoid and hyperparasitoid species, with the exception of the parasitoid Orthopelma mediator Thunberg (Hymenoptera: Ichneumonidae). The divergence of fatty acid composition in O. mediator suggests that this species is able to modify its fatty acid composition after the consumption of host lipids. The efficiency of exploitation of host resource, in terms of dry body mass acquired, varies among the species (41–70%), although it is high overall compared with the efficiencies reported in other animals. Hence, for parasitoid wasps that lack lipid synthesis capabilities, the efficiency of host exploitation is high and fatty acids are consumed directly from the host without modification, leading to stable fatty acid compositions throughout the trophic cascade.