There is increasing evidence of an association between low dietary intake of essential n-3 long chain polyunsaturated fatty acids (n-3 EFAs) and depressed mood. This study aimed to evaluate this association in a large population-based sample of UK individuals. N-3 EFA intake (intake from fish alone, and from all sources (fish and supplements)), depressed mood (assessed using the short-form Depression, Anxiety and Stress Scales) and demographic variables (sex, age, Index of Multiple Deprivation (IMD) based on postal code, and date of questionnaire completion) were obtained simultaneously by self-report questionnaire (N = 2982). Using polynomial regression, a non-linear relationship between depressed mood and n-3 EFA intake from fish was found, with the incremental decrease in depressed mood diminishing as n-3 EFA intake increased. However, this relationship was attenuated by adjustment for age and IMD. No relationship between depression and n-3 EFA intake from all sources was found. These findings suggest that higher levels of n-3 EFA intake from fish are associated with lower levels of depressed mood, but the association disappears after adjustment for age and social deprivation, and after inclusion of n-3 EFA intake from supplements. This study does have a number of limitations, but the findings available suggest that the apparent associations between depressed mood and n-3 EFA intake from fish may simply reflect a wider association between depressed mood and lifestyle.