Omega-3 fatty acids have been the subject of volumes of international research, the results of which indicate these substances may have therapeutic value in a number of medical conditions. An emerging area of research is examining the neurobehavioral aspects of omega-3 fatty acids (alpha-linolenic, eicosapentaenoic, docosahexaenoic) and the critical role of these essential fats in the functioning of the central nervous system. Investigations have linked omega-3 fatty acids to a number of neuropsychiatric disorders, including depression. The purpose of this article is to examine the possible mechanisms of action and potential clinical value of omega-3 fatty acids in major depression. A novel mechanism involving omega-3 modulation of cAMP response element binding protein (CREB) and brain-derived neurotrophic factor (BDNF) is proposed.