The effects of fish oil (40 ml/day) supplementation, with or without synthetic all‐rac‐alpha‐tocopherol‐acetate (2,500 IU/day), during the last 65 days before expected parturition were investigated in 15 adult mares (553 ± 24 kg BW) and their foals. Mares were assigned to one of three diets: control (n = 5), control plus fish oil and alpha‐tocopherol (n = 4; FO + AT) or control with just fish oil (n = 6; FO). Blood samples were obtained from the mares before a 15‐day dietary adaptation period (T1) and from mares and foals the first (T2) and fifth (T3) days post‐partum. Colostrum was collected at T2 and milk at T3. Routine haematological, biochemical and alpha‐tocopherol analyses were undertaken on all blood samples. Fatty acid concentrations were determined in the foal serum and alpha‐tocopherol concentrations measured in the milk and colostrum. Diet had no effect on haematology or biochemistry in the mares. Alpha‐tocopherol concentrations were significantly higher at T2 & T3 in the FO + AT mares. Foal WBCs were higher in FO (11.33 ± 2.59 × 109/l), comparing to FO + AT and control groups (9.18 ± 1.24 × 109/l and 7.26 ± 1.03 × 109/l, respectively), at T3 (p < .05). There was no significant effect of the fish oil supplementation on the foal's serum fatty acid profile. In the FO + AT group, both colostrum and milk alpha‐tocopherol concentrations (2.56 ± 0.36 and 1.36 ± 0.22 µg/ml, respectively) were higher compared than those of the FO group (1.33 ± 0.39 and 0.72 ± 0.31 µg/ml, respectively; p < .05). Additional 2,500 IU/day of synthetic alpha‐tocopherol in the last 65 days of pregnancy increased alpha‐tocopherol concentrations in colostrum and milk and the foal's serum. 40 ml/day fish oil, however, did not significantly increase serum eicosapentaenoic acid and docosahexaenoic acid concentrations in the foals.