Background: Omega-3 polyunsaturated fatty acids (n-3 PUFAs) are essential for brain function and have been increasingly studied for their potential preventive and therapeutic roles in depression. Methods: A systematic review was conducted in accordance with PRISMA guidelines, focusing on recent human studies evaluating the effects of n-3 PUFA supplementation and Mediterranean dietary patterns on depression-related outcomes. Studies were identified through electronic databases and manual searches and critically appraised using the Joanna Briggs Institute Checklist for Randomized Controlled Trials. To contextualize human data, relevant preclinical animal studies were also reviewed. Results: The review identified mixed and context-dependent evidence for the efficacy of n-3 PUFAs in depression prevention among general populations. In contrast, more consistent therapeutic effects were observed in treatment studies, particularly when EPA-predominant formulations were used as adjunctive interventions. However, many studies lacked statistical power or did not achieve significance. Six preclinical studies demonstrated robust antidepressant and anxiolytic effects of EPA and DHA across models of nicotine withdrawal, chronic stress, aging, and neurotrophin deficiency. These effects were linked to anti-inflammatory, neuroprotective, and neurotrophic mechanisms. Conclusions: Omega-3 PUFAs—especially EPA—may offer modest yet clinically relevant benefits as adjunctive treatments for depression. While preventive efficacy remains unclear, preclinical data provide strong mechanistic support. Future large-scale, biomarker-informed human trials are warranted to clarify efficacy and optimize dosing strategies