Young adult females have higher blood docosahexaenoic acid (DHA), 22:6n‐3 levels than males, and this is believed to be due to higher DHA synthesis rates, although DHA may also accumulate due to a longer half‐life or a combination of both. However, sex differences in blood fatty acid responses to eicosapentaenoic acid (EPA), 20:5n‐3 or DHA supplementation have not been fully investigated. In this exploratory analysis, females and males (n = 14–15 per group) were supplemented with 3 g/day EPA, 3 g/day DHA, or olive oil control for 12 weeks. Plasma was analyzed for sex effects at baseline and changes following 12 weeks' supplementation for fatty acid levels and carbon‐13 signature (δ13C). Following EPA supplementation, the increase in plasma DHA in females (+23.8 ± 11.8, nmol/mL ± SEM) was higher than males (−13.8 ± 9.2, p < 0.01). The increase in plasma δ13C‐DHA of females (+2.79 ± 0.31, milliUrey (mUr ± SEM) compared with males (+1.88 ± 0.44) did not reach statistical significance (p = 0.10). The sex effect appears driven largely by increased plasma DHA in the AA genotype of females (+58.8 ± 11.5, nmol/mL ± SEM, n = 5) compared to GA + GG in females (+4.34 ± 13.5, n = 9) and AA in males (−29.1 ± 17.2, n = 6) for rs953413 in the ELOVL2 gene (p < 0.001). In conclusion, EPA supplementation increases plasma DHA levels in females compared to males, which may be dependent on the AA genotype for rs953413 in ELOVL2.