We aimed to investigate the effects of fish oil (FO) supplementation to pregnant women on the maternal and fetal fatty acid profile in plasma and erythrocyte phospholipids (PL) and to identify the best compartment for the assessment of fatty acid status. A multi-centre, double-blind, controlled trial was conducted. Healthy pregnant women from three European centres were randomly assigned to receive from week 20 of gestation until delivery a daily dietary supplement with either FO (500 mg DHA + 150 mg EPA), 400 mg 5-methyltetrahydrofolate, both or placebo. Fatty acids in plasma and erythrocyte PL were determined in maternal blood (week 20, week 30 of pregnancy and delivery) and in cord blood (delivery). FO supplementation increased DHA levels in maternal and cord plasma and erythrocyte PL. Higher percentage changes were observed in erythrocyte PL than in plasma PL. There were significant correlations between plasma and erythrocyte fatty acid levels in maternal and cord blood. Significant correlations between maternal and cord fatty acid levels at delivery in plasma and erythrocytes were also observed; however, correlation coefficients were higher for erythrocyte phophatidylethanolamine. FO supplementation increases maternal and fetal DHA status. Both plasma and erythrocytes appear to be suitable to evaluate the fatty acid status of mothers but erythrocytes seem to be a more reliable marker in neonates.