Nowadays, diet and breast cancer are studied at different levels, particularly in tumor prevention and progression. Thus, the molecular mechanisms leading to better knowledge are deciphered with a higher precision. Among the molecules implicated in a preventive and anti-progressive way, n-3 long chain polyunsaturated fatty acids (n-3 LC-PUFAs) are good candidates. These molecules, like docosahexaenoic (DHA) and eicosapentaenoic (EPA) acids, are generally found in marine material, such as fat fishes or microalgae. EPA and DHA act as anti-proliferative, anti-invasive, and anti-angiogenic molecules in breast cancer cell lines, as well as in in vivo studies. A better characterization of the cellular and molecular pathways involving the action of these fatty acids is essential to have a realistic image of the therapeutic avenues envisaged behind their use. This need is reinforced by the increase in the number of clinical trials involving more and more n-3 LC-PUFAs, and this, in various pathologies ranging from obesity to a multitude of cancers. The objective of this review is, therefore, to highlight the new elements showing the preventive and beneficial effects of n-3 LC-PUFAs against the development and progression of breast cancer.