Fatty fish, which include mackerel, herring, salmon and sardines, and certain species of algae (e.g., Schizochytrium sp., Crytthecodiniumcohnii and Phaeodactylumtricornutum) are the only naturally rich sources of the omega-3 polyunsaturated fatty acids (n-3 PUFAs) eicosapentaenoic acid (EPA) and docosahexaenoic acid (DHA). EPA and DHA are the most biologically active members of the n-3 PUFA family. Limited dietary sources and fluctuating content of EPA and DHA in fish raise concerns about the status of EPA and DHA among athletes, as confirmed in a number of studies. The beneficial effects of EPA and DHA include controlling inflammation, supporting nervous system function, maintaining muscle mass after injury and improving training adaptation. Due to their inadequate intake and beneficial health-promoting effects, athletes might wish to consider using supplements that provide EPA and DHA. Here, we provide an overview of the effects of EPA and DHA that are relevant to athletes and discuss the pros and cons of supplements as a source of EPA and DHA for athletes.