Purpose of Review: Pregnant women are vulnerable to mental health problems. Increasing evidence shows that omega-3 polyunsaturated fatty acid (n-3 PUFA) intake during pregnancy is beneficial to maternal perinatal mental health. A systematic review is needed to examine the associations reported in recent studies. The objective of this review was to provide an updated review on the association of antenatal n-3 PUFA intake via different sources (seafood, fish, overall diet, and supplementation) with perinatal mental health problems including depression, anxiety, and psychological distress. Recent Findings: Searches were performed in Web of Science, Embase, PubMed, and APA PsycInfo databases on 21 June 2021. A total of 2133 records were screened. Data including the name of the first author, publication year, study design, sample characteristics, dietary assessment time and tools, mental health outcome measures, and other relevant information were extracted. In total, 13 articles were included in this review and assessed qualitatively. The results demonstrated that dietary intake of n-3 PUFA during pregnancy was associated with perinatal mental health, but the effect of n-3 PUFA supplementation was influenced by pre-existing medical conditions, socio-demographic characteristics, and dietary and lifestyle patterns during pregnancy. Summary: Our review found that sources of n-3 PUFA may have differential effects on woman’s mental health during and after pregnancy. Further research using large-size cohort or well-controlled trial protocol is needed to determine the effect of n-3 PUFA supplementation during pregnancy on perinatal mental health.