Natural muds from saline lakes are attracting growing interest due to their content of biologically active components with proven therapeutic and cosmetic potential, particularly in dermatology. Despite their long-standing use in traditional medicine, the molecular composition of these muds—especially their lipid fractions—remains poorly understood. This study aimed to develop and optimize a protocol for the extraction and identification of lipid classes from saline muds, using samples from lakes in Kazakhstan as a model system. Special emphasis was placed on linking lipid extraction efficiency with antioxidant activity as an indicator of biological relevance. Mud samples were collected from Lakes Moilyd, Tuzkala, Maraldy, Arasan, Shoshkaly, and the eastern shore of Lake Alakol. The study revealed that by varying the eluent system, extraction can be tailored to favor different lipid classes, with specific systems demonstrating optimal selectivity for sphingolipids, glycerophospholipids, glycerolipids, sterols, fatty acyls, and prenol lipids. Extracts obtained with methyl tert-butyl ether:methanol and isopropanol:acetonitrile exhibited the highest antioxidant activity, a characteristic found to correlate significantly and that may be attributable to their enrichment in glycerolipids and sterols. Pre-treatment with mineral acid and an increased solvent-to-sample ratio further enhanced lipid yield and diversity. These findings demonstrate the potential of saline lake muds from Kazakhstan as sources of bioactive lipids and provide a practical framework for their application in dermatological, pharmaceutical, and cosmetic formulations.