Under caloric restriction, bone marrow adipocytes (BM-Ad) do not decrease in size conversely to white adipocytes, suggesting their unique metabolic properties. We compared human primary BM-Ad with paired subcutaneous adipocytes (SC-Ad) using proteomic and lipidomic approaches. We found that while SC-Ad and BM-Ad share similar morphological features, they possess distinct lipid metabolism. BM-Ad shows enrichment in proteins involved in cholesterol metabolism correlating with increased free cholesterol content while proteins involved in lipolysis were downregulated. In particular, monoacylglycerol lipase expression was strongly reduced in BM-Ad, leading to accumulation of monoacylglycerol. Consequently, basal and induced lipolytic responses were absent in BM-Ad, affirming their differences in metabolic fitness upon caloric restriction. These specific metabolic features are not recapitulated in vitro using common protocols to differentiate bone marrow mesenchymal stem cells. Thus, contrary to classical SC-Ad, BM-Ad display a specific lipid metabolism, as they are devoid of lipolytic activity and exhibit a cholesterol-orientated metabolism.