The aim of this study was to determine if changes in omega-3 polyunsaturated fatty acid status following tuna oil supplementation correlated with changes in scores of depression. A total of 95 volunteers receiving treatment for major depression were randomised to consume 8 × 1 g capsules per day of HiDHA (2 g DHA, 0.6 g EPA and 10 mg Vitamin E) or olive oil (placebo) for 16 weeks, whilst undergoing weekly counseling sessions by trained clinical psychologists using a standard empirically validated psychotherapy. Depression status was assessed using the 17 item Hamilton rating scale for depression and the Beck Depression Inventory by a psychodiagnostician who was blind to the treatment. Blood was taken at baseline and 16 weeks (n = 48) for measurement of erythrocyte fatty acids. With HiDHA supplementation, erythrocyte DHA content rose from 4.1 ± 0.2 to 7.9 ± 0.4 % (mean ± SEM, p < 0.001) of total fatty acids but did not change (4.0 ± 0.2 to 4.1 ± 0.2 %) in the olive oil group. The mean changes in scores of depression did not differ significantly between the two groups (-12.2 ± 2.1 for tuna oil and -14.4 ± 2.3 for olive oil). However, analysis of covariance showed that in the fish oil group there was a significant correlation (r = -0.51) between the change in erythrocyte DHA and the change in scores of depression (p < 0.05). Further study of the relationship between DHA and depression is warranted.