Over the past three decades a body of translational evidence has implicated dietary deficiency in long-chain omega-3 (LCn-3) fatty acids, including eicosapenaenoic acid (EPA) and docosahexaenoic acid (DHA), in the pathophysiology and etiology of major depressive disorder (MDD). Cross-national and cross-sectional data suggest that greater habitual intake of preformed EPA+DHA is associated with reduced risk for developing depressive symptoms and syndromal MDD. Erythrocyte EPA and DHA composition is highly correlated with habitual fish or fish oil intake, and case-control studies have consistently observed lower erythrocyte EPA and/or DHA levels in patients with MDD. Low erythrocyte EPA+DHA composition may also be associated with increased risk for suicide and cardiovascular disease, two primary causes of excess premature mortality in MDD. While controversial, dietary EPA+DHA supplementation may have antidepressant properties and may augment the therapeutic efficacy of antidepressant medications. Neuroimaging and rodent neurodevelopmental studies further suggest that low LCn-3 fatty acid intake or biostatus can recapitulate central pathophysiological features associated with MDD. Prospective findings suggest that low LCn-3 fatty acid biostatus increases risk for depressive symptoms in part by augmenting pro-inflammatory responsivity. When taken collectively, these translational findings provide a strong empirical foundation in support of dietary LCn-3 fatty acid deficiency as a modifiable risk factor for MDD. This review provides an overview of this translational evidence and then discusses future directions including strategies to translate this evidence into routine clinical screening and treatment algorithms.