Omega-3 fatty acids play a critical role in the development and function of the central nervous system. Emerging research is establishing an association between omega-3 fatty acids (alpha-linolenic, eicosapentaenoic, docosahexaenoic) and major depressive disorder. Evidence from epidemiological, laboratory and clinical studies suggest that dietary lipids and other associated nutritional factors may influence vulnerability and outcome in depressive disorders. Research in this area is growing at a rapid pace. The goal of this report is to integrate various branches of research in order to update mental health professionals.