Our study suggests that the single effects of each PUFA were inversely associated with depressive symptoms, except for octadecatetraenoic acid. Moreover, higher combined intake of dietary PUFAs is inversely associated with depressive symptoms in U.S. adults. Among the mixed effects of PUFAs, ALA and DPA may play predominant roles. However, DHA mixed with other fatty acids may have different effects on depressive symptoms, and further study is needed.