Medium- and long-chain triacylglycerols (MLCTs) are regarded as healthy premium oils; however, the health benefits of novel MLCTs enriched with lauric and α-linolenic acids are still not fully understood. This study examined the health benefits of lauric-α-linolenic structural lipids (ALSL) and physical mixture (PM) with a similar fatty acid composition in mice with obesity induced by the high-fat diet (HFD). The data indicated that ALSL is more effective than PM in counteracting obesity, insulin resistance, hyperlipidaemia, liver injury, and systemic inflammation in HFD-induced mice. These effects may be associated with the regulation of gut microbiota. ALSL significantly upregulated the abundance of Dubosiella, Lactobacillus, and Bifidobacterium while reducing the abundance of Ileibacterium. Furthermore, ALSL therapy increased the levels of acetic acid, propionic acid, and total short-chain fatty acids. Correlation analysis found that the positive changes in these gut microbes correlated positively with the anti-inflammatory, insulin-sensitizing, and anti-obesity effects of ALSL.