Early life and adulthood stress increase vulnerability for mental illness, and eventually trigger depression. N-3 polyunsaturated fatty acids (PUFA) have antidepressant effects, but their effect on rats exposed to combined stress has been not investigated. This study aimed to investigate whether n-3 PUFA supplementation had antidepressant-like effects in rat models of depression induced by a combination of chronic mild stress (CMS) and maternal separation (MS) through the modulation of the hypothalamic-pituitary-adrenal (HPA) axis and neurotransmission. Rats were fed the n-3 PUFA diet during the pre-weaning or post-weaning period or for lifetime, and allocated to different groups based on the type of induced stress: non-stress (NS), CMS + MS, or CMS alone. N-3 PUFA improved the depressive behaviors of the CMS alone and CMS + MS groups and modulated the HPA-axis by reducing the circulating adrenocorticotropic hormone, corticosterone, and corticotropin-releasing factor expression, and increasing glucocorticoid receptor expression. N-3 PUFA also modulated brain phospholipid fatty acid concentration, thus reducing inflammatory cytokines; improved the serotonergic pathway, thus increasing the expression of the brain-derived neurotrophic factor (BDNF), cAMP response element-binding protein (CREB), serotonin-1A receptor, and serum levels of serotonin; but did not affect glutamatergic neurotransmission. Furthermore, n-3 PUFA decreased the hippocampal expression of microRNA-218 and -132, increased that of microRNA-155, and its lifetime supplementation was more beneficial than pre- or post-weaning supplementation. This study suggests that n-3 PUFA has an antidepressant effect in rats exposed to combined stress, through the improvement of the HPA-axis abnormalities, the BDNF-serotonergic pathway, and the modulation of microRNAs.