Obesity is a major public health problem that predisposes to several diseases and higher mortality in patients with COVID-19. Obesity also generates neuroinflammation, which predisposes to the development of neuropsychiatric diseases. Since there is a lack of effective treatments for obesity, the search for new strategies to reverse its consequences is urgent. In this perspective, the anti-inflammatory properties of omega-3 polyunsaturated fatty acids such as DHA/EPA might reduce the harmful effects of obesity. Here, we used the cafeteria diet model to induce obesity in Wistar rats. Animals received ultra-processed food for 20 weeks, and DHA/EPA supplementation (500mg/Kg/day) was performed between the 16th and the 20th week. At the end of the experiment, it was evaluated: body weight, visceral fat deposition, plasma glucose, insulin and triglycerides, and it was also measured the levels of inflammatory cytokines TNF-α and IL-6 in plasma and liver, and TNF-α in the prefrontal cortex. The elevated plus-maze test was performed to analyze anxiety-like behaviour. Our results demonstrated that DHA/EPA could not reverse weight and fat gain and did not modify plasma dosages. However, there was a decrease in IL-6 in the liver (DHA/EPA effect: p = 0.023) and TNF-α in the brain (CAF compared to CAF+DHA/EPA, p < 0.05). Also, there was a decrease in the anxiety index in CAF+DHA/EPA compared to the CAF group (p < 0.01). Thus, DHA/EPA supplementation is helpful to reverse the consequences of obesity in the brain.