Major depression is a common mental disorder that affects millions of people each year. It can severely impact a person's life, causing someone to often feel sad and hopeless, as well as affect a person's sleep patterns, concentration, and energy levels. Despite the availability of numerous therapies, current treatments are not ideal for some people. Recently, some research has shown that an increase in dietary intake of polyunsaturated fatty acids (PUFAs), such as omega-3 fatty acid, might help treat depression. Eicosapentanoic acid (EPA) and docosahexanoic acid (DHA) are two common types of PUFAs high in omega-3 fatty acids and are available in low dosages in some dietary supplements. The purpose of this study is to compare the effectiveness of an EPA-enriched mixture versus pure DHA versus a placebo in treating the symptoms of major depression.