Several events occur during the first months of life that allow the immune system to become competent and functional. The aim of this article is to review the rationale and evidence of an influence of (n-3) long-chain PUFA (LCPUFA) on the immune system of infants. The (n-3) LCPUFA exert their immunomodulatory activities at different levels. The (n-3) LCPUFA metabolites induce eicosanoid production, alter gene expression, and modify lipid raft composition, altering T-cell signaling; all contribute to immunological functional changes. However, the roles of these mechanisms and the types of T or other immunological cells involved remain unclear at present. Moreover, the effect of (n-3) LCPUFA on the immune system of infants may vary according to dose, time of exposure, and profile of the immune system (T-helper, Th1/Th2). Most of the interventional studies in infancy have been performed for the prevention of allergy. They all confirmed influence on T-cell function and cytokine profiles, but clinically beneficial effects are more conflicting. Supplementation of the maternal diet in pregnancy or early childhood with (n-3) LCPUFA is potentially a noninvasive intervention strategy to prevent the development of allergy, infection, and possibly other immune-mediated diseases. However, any long-term in vivo effects on (n-3) LCPUFA early in life for immunomodulatory defense in infants and later on immune status and health remain to be assessed.