Lipid excipients are applied for numerous purposes such as taste masking, controlled release, improvement of swallowability and moisture protection. Several melting techniques have evolved in the last decades. Common examples are melt coating, melt granulation and melt extrusion. The required equipment ranges from ordinary glass beakers for lab scale up to large machines such as fluid bed coaters, spray dryers or extruders. This allows for upscaling to pilot or production scale. Solvent free melt processing provides a cost-effective, time-saving and eco-friendly method for the food and pharmaceutical industries. This review intends to give a critical overview of the published literature on experiences, formulations and challenges and to show possibilities for future developments in this promising field. Moreover, it should serve as a guide for selecting the best excipients and manufacturing techniques for the development of a product with specific properties using solvent free melt processing.