The role of polyunsaturated fatty acids (PUFA) in infant nutrition has now been well studied through many randomized controlled trials (RCT) that provide us with high-quality evidence, particularly in relation to efficacy. As a result of a systematic search of the literature for RCT of supplementation of formulas of term and preterm infants with long-chain polyunsaturated fatty acids (LC-PUFA), we have identified 21 studies that have physiological responses or growth as outcomes. There have been 11 RCT involving preterm infants, and many of these claim a beneficial effect on visual, neural, or developmental outcomes. There are some reports of negative effects on growth in relation to the addition of n-3 LC-PUFA to preterm formulas but not when AA is added with n-3 LC-PUFA. Small studies have shown no differences in prostanoid formation or peroxidative stress between n-3 LC-PUFA-supplemented and unsupplemented infants. There have been 10 RCT involving term infants; whereas some studies report an effect on visual/neural/developmental outcomes, an equal number report no effect. There have been no reports of negative effects of n-3 LC-PUFA on growth in term infants. In summary, there appear to be few safety concerns relating to the use of LC-PUFA in infant nutrition. The potential medium- and long-term effects of including these compounds in the early diet of infants remain to be assessed.