Objectives and Study: Docosahexaenoic acid (DHA) plays an essential role in infants’ development. Maternal diet and breastmilk are the primary DHA sources for newborns. This single-center observational study aimed to compare the DHA content in mother’s milk of preterm mothers with that of term ones, and to investigate the changes in mother’s milk DHA content according to the week of the gestational age. Methods: A food frequency questionnaire (FFQ) was submitted to each mother to estimate the DHA intake during the last trimester of pregnancy, and the mother’s milk was collected between 24 and 96 h post-partum. Results: Women who gave birth prematurely showed a lower content of mother’s milk DHA than the term ones (0.51; IQR 0.38–0.6% FA vs. 0.71; IQR 0.52–0.95% FA; p = 0.001). In the multivariate linear regression analyses, for each additional week of gestational age, there was an increase in DHA content in the mother’s milk (0.046% FA; CI 95% 0.018–0.074; p < 0.001). Conclusions: Our results suggest that breast milk may not be sufficient to fully satisfy the recommended DHA intake in preterm infants. This study may represent a starting point to investigate new possible DHA supplementation strategies, especially for the late and moderate preterm infants.