Dietary deficiencies in essential omega-3 polyunsaturated fatty acids derived from fish are associated with depression and some fish oils may have therapeutic benefits. We aimed to determine whether taking tuna fish oil confers any additional benefit to conventional outpatient treatment for major depression. A randomized double-blind placebo-controlled four-month trial comparing tuna fish oil versus placebo was conducted on 83 outpatients with major depression. Despite large reductions in depression there were no significant differences at any assessment time point between patients receiving fish oil compared to placebo. Red blood cell incorporation of fatty acids indicated good compliance with oil supplementation, although this sample was not initially deficient in omega-3s. This particular dose and type of fish oil conferred no additional benefit to conventional treatment of depression in this sample. Future studies could target participants with pre-existing omega-3 deficiency and appraise alternate enriched types and higher doses of omega-3 supplementation.