The study lasts for eight weeks and involves four visits after the screen and baseline visits (biweekly). Participants will be randomized, or chosen by chance, to enter into one of three groups. People in the first group will take 1 g/day or EPA omega-3 fatty acid, those in the second group will take 1 g/day of DHA omega-3 fatty acid, and those in the third group will take a placebo. This study is double-blind, which means that neither the participant, nor the doctor, nor the research staff will know which group each person is in. At the end of the study the participant will be offered three months of follow-up care at the Depression Clinical and Research Program.