Nuclear receptors (NRs) are ligand-activated transcription factors modulating significant biological functions including cell growth, lipid metabolism, and glucose homeostasis, so they are frequently to be utilized as important drug targets to develop therapeutic reagents. Farnesoid X receptor (FXR) with bile acids as the natural ligands, plays an essential role in regulation of bile acid and glucose metabolism, and is involved in the pathologies of human diseases including diabetes and chronic liver diseases. Thus, FXR is a promising pharmacological target for these diseases. Synthetic FXR agonists like INT-747 developed by Intercept Pharmaceutical Company is in the clinical trial phase III for non-alcoholic steatohepatitis and can be approved as the treatment of primary biliary cirrhosis in 2016. Due to the promising clinical trial results of INT-747, the naturally occurring FXR ligands may be utilized as the preventive nutraceuticals or treatments of the chronic liver diseases and diabetes. In this review, the natural FXR agonists are summarized and their possible interactions with FXR ligand binding region are discussed.