The anti-inflammatory properties of n-3 polyunsaturated fatty acids (n-3 PUFA) have suggested a potential role of these nutrients in dietary modification for prevention of allergic disease in early life. As oxidative stress is known to modify antigen presenting cell (APC) signalling and resulting immune responses, we examined the effects of maternal n-3 PUFA supplementation in pregnancy on markers of oxidative stress and APC function in neonates at high risk of allergy. Eighty-three pregnant atopic women were randomised to receive 4 g daily of either fish oil (n = 40) or olive oil (n = 43) capsules in a controlled trial from 20 weeks gestation until delivery. Plasma (cord blood) and urinary F2-isoprostanes were measured as markers of lipid peroxidation. Cord erythrocyte fatty acids and markers of APC function (HLA-DR expression and cytokine responses) were measured and related to levels of plasma F2-isoprostanes. Maternal fish oil supplementation lowered plasma (p < 0.0001) and urinary (p = 0.06) F2-isoprostanes. HLA-DR expression on APC was not different between the groups. In multiple regression analysis, 28.8% of the variance in plasma F2-isoprostanes was explained by positive relationships with erythrocyte arachidonic acid (AA) and monocyte HLA-DR expression and a negative relationship with erythrocyte eicosapentaenoic acid (EPA). This study shows that maternal supplementation with fish oil can attenuate neonatal lipid peroxidation. Clinical follow-up of these infants will help to determine if there are sustained effects on postnatal oxidative stress and expression of allergic disease.