Depressive symptoms are common during pregnancy and the post-partum period. Although essential n-3 PUFA may have beneficial effects on depression, it remains unclear whether they are also effective for perinatal depression. The purpose of the present study was to assess the efficacy of n-3 supplementation for perinatal depression, by performing a meta-analysis on currently available data. After a thorough literature search, we included seven randomised controlled trials in the meta-analysis, all with EPA and/or DHA supplementation. Most studies were judged to be of low-to-moderate quality, mainly due to small sample sizes and failure to adhere to Consolidated Standards of Reporting Trials guidelines. Some studies were not primarily designed to address perinatal depression. A total of 309 women on n-3 fatty acid supplementation were compared with 303 women on placebo treatment. n-3 Supplementation was not found to be significantly more effective than placebo at post-treatment with a pooled effect size (Hedges's g) of − 0·03 (95 % CI − 0·18, 0·13; P = 0·76) using a fixed-effects model. Heterogeneity was low-to-moderate (I2 = 30 %). In a subgroup analysis of three small studies of pregnant women with major depression, there was some indication of effectiveness (effect size 0·17; 95 % CI − 0·21, 0·55). In conclusion, the question of whether EPA and DHA administration is effective in the prevention or treatment of perinatal depression cannot be answered yet. Future research should focus on women who are clinically depressed (or at risk). The quality of research in this area needs to improve.