Omega-3 polyunsaturated fatty acid (ω-3 PUFA) supplements for chemoprevention of different types of cancer including lung cancer has been investigated in recent years. ω-3 PUFAs are considered immunonutrients, commonly used in the nutritional therapy of cancer patients. ω-3 PUFAs play essential roles in cell signaling and in cell structure and fluidity of membranes. They participate in the resolution of inflammation and have anti-inflammatory effects. Lung cancer patients suffer complications, such as anorexia-cachexia syndrome, pain and depression. The European Society for Clinical Nutrition and Metabolism (ESPEN) 2017 guidelines for cancer patients only discuss the use of ω-3 PUFAs for cancer-cachexia treatment, leaving aside other cancer-related complications that could potentially be managed by ω-3 PUFAs. This review aims to elucidate whether the effects of ω-3 PUFAs in lung cancer is supplementary, pharmacological or both. In addition, clinical studies, evidence in cell lines and animal models suggest how ω-3 PUFAs induce anticancer effects. ω-3 PUFAs and their metabolites are suggested to modulate pivotal pathways underlying the progression or complications of lung cancer, indicating that this is a promising field to be explored. Further investigation is still required to analyze the benefits of ω-3 PUFAs as supplementation or pharmacological treatment in lung cancer.