Triglyceride is a chemical in C2 and C3/DS. It is part of the breakdown and digestion of fat in creatures.
In C2, it is produced from fatty acids, which are the first step in breaking down fat. In C3/DS, fat breaks down directly into triglyceride and cholesterol, and triglycerides can then be converted to fatty acids. In both games, it can be stored as adipose tissue.