Oxidative stress (OS) is thought to play a role in mental disorders. However, it is not clear whether the OS is the cause or consequence of the disorder. We investigated markers of oxidative stress (8-isoprostane (8-IsoP-U), lipoperoxides (LP), advanced oxidation protein products (AOPP) and nitrotyrosine (NT)) and antioxidant protection (Trolox equivalent antioxidant capacity (TEAC), activities of superoxide dismutase (SOD), glutathione peroxidase (GPx) and catalase (CAT) in 60 paediatric and adolescent patients with depressive disorder (DD) compared to healthy controls. The patients were divided into two groups (1:1). One group received an emulsion of omega-3 fatty acid (FA), and the other group an emulsion of sunflower oil with omega-6 FA for 12 weeks. The levels of 8-IsoP-U, AOPP and NT were increased, and GPx activity was decreased in patients compared to the controls. We found a significant positive correlation of the Children’s Depression Inventory score with NT and a negative correlation with TEAC, SOD and GPx. NT correlated positively with the baseline omega-6/omega-3 FA ratio and a negatively with SOD. A supplementation with omega-3 FA, but not with omega-6 FA, decreased 8-IsoP-U, AOPP, NT levels and increased TEAC and SOD activity. Our results suggest that NT may play a role in the pathophysiology of DD, while elevated isoprostane is likely caused by the high omega-6/omega-3 FA ratio. Omega-3 FA supplementation reduces oxidative stress in patients with DD. This study was registered with the ISRCTN registry (ISRCTN81655012).