Arachidonic acid (AA) and docosahexaenoic acid (DHA) are important for neurological development. The aim was to determine the distribution and relative enrichment of AA and DHA among lipoprotein fractions prior to pregnancy, throughout gestation and in the post-partum period. Our hypothesis was that in pregnancy, in contrast to the non-pregnant state, AA and DHA are carried in highest concentration in the very low density lipoprotein (VLDL) fraction secondary to increased gestational liver triglyceride secretion. Two independent prospective, observational cohort studies carried out in Glasgow were combined; one early in pregnancy and one later in pregnancy with post-partum follow up. Across the pregnancy timeline plasma lipoproteins were isolated using sequential ultracentrifugation and lipoprotein fatty acids were extracted and analysed by gas chromatography. High density lipoprotein (HDL) had the highest concentration of AA and DHA compared to other lipoproteins. HDL became progressively enriched in the proportion of triglycerides at 16 weeks of gestation, which peaked at 35 weeks and returned to baseline at 13 weeks postpartum. HDL DHA per HDL-cholesterol and HDL DHA per apoA-I became progressively enriched at 16 weeks of gestation, peaked at 25 weeks and returned to baseline at 13 weeks postpartum, whereas HDL AA (per HDL-C or HDL-apoA-I) did not differ. DHA is carried primarily in HDL rather than VLDL. HDL has anti-oxidant properties that might afford DHA protection against oxidation.