The required intake of macronutrients by women during the periconceptional period for optimal fetal growth is the subject of ongoing investigation. Intake of polyunsaturated fatty acids (PUFA) is positively associated with fetal neural development, growth velocity and birth weight. However, limited evidence indicates that PUFAs play a role in embryogenesis. We aim to investigate the associations between maternal PUFA dietary intake and first trimester embryonic volume (EV) and head volume (HV). In a prospective cohort study (2013–2020), 464 pregnant women at < 8 weeks of gestation were included. Maternal dietary intake of PUFAs, including omega 3 (docosahexaenoic acid, DHA and eicosapentaeonic acid, EPA) and 6, was obtained from food frequency questionnaires, and first trimester three-dimensional ultrasound examinations were performed to measure EV and HV using Virtual Reality techniques. More than 70% of the population had omega 3 intakes below recommendations. A higher intake of PUFAs was associated with a smaller embryonic HV/EV ratio after adjusting for confounders (EPA p = 0.012, DHA p = 0.015, omega 3 and 6 p < 0.001), but no associations were found with EV or HV alone. Omega 3 from fish oil supplements alone was not associated with embryonic growth. Strong adherence to a PUFA-rich dietary pattern was associated with a smaller embryonic HV/EV ratio (DHA and EPA-rich diet p = 0.054, PUFA-rich diet p = 0.002). It is important to increase awareness of the high prevalence of omega 3-deficiency among pregnant women, and the opportunity for prevention by increasing PUFA intake, thereby reducing the risks of adverse pregnancy outcomes which originate during the periconceptional period.