Cancer is the second leading cause of mortality worldwide, and it is responsible for about ten million deaths per year. Omega-3 fatty acids have been considered potentially anti-inflammatory, antiproliferative, and antimetastatic molecules and used to improve cancer therapy outcomes. We aimed to summarize clinical trials that included omega-3 fatty acid supplementation during cancer therapy to assess their effects on several cancer treatment outcomes. Treatment with omega-3 fatty acid supplementation may prevent loss of or increase body weight, skeletal muscle mass, and lean body mass, decrease or maintain the levels of C-reactive protein and some interleukins, and improve physical function and global health status in cancer patients during chemotherapy or radiotherapy. This treatment can also reduce some of the side effects of aromatase inhibitor therapy. The current evidence from studies suggests that omega-3 fatty acid supplementation simultaneously with cancer treatments that include chemotherapy, radiotherapy, and hormonal therapy could improve clinical outcomes, immune response, and quality of life in cancer patients.