Low dietary intakes of the n-3 long-chain PUFA (LCPUFA) EPA and DHA are thought to be associated with increased risk for a variety of adverse outcomes, including some psychiatric disorders. Evidence from observational and intervention studies for a role of n-3 LCPUFA in depression is mixed, with some support for a benefit of EPA and/or DHA in major depressive illness. The present study was a double-blind randomised controlled trial that evaluated the effects of EPA+DHA supplementation (1·5 g/d) on mood and cognitive function in mild to moderately depressed individuals. Of 218 participants who entered the trial, 190 completed the planned 12 weeks intervention. Compliance, confirmed by plasma fatty acid concentrations, was good, but there was no evidence of a difference between supplemented and placebo groups in the primary outcome – namely, the depression subscale of the Depression Anxiety and Stress Scales at 12 weeks. Mean depression score was 8·4 for the EPA+DHA group and 9·6 for the placebo group, with an adjusted difference of − 1·0 (95 % CI − 2·8, 0·8; P = 0·27). Other measures of mood, mental health and cognitive function, including Beck Depression Inventory score and attentional bias toward threat words, were similarly little affected by the intervention. In conclusion, substantially increasing EPA+DHA intake for 3 months was found not to have beneficial or harmful effects on mood in mild to moderate depression. Adding the present result to a meta-analysis of previous relevant randomised controlled trial results confirmed an overall negligible benefit of n-3 LCPUFA supplementation for depressed mood.