Fish oil is NOT the same as eating fish

Highly purified and concentrated fish oil supplementation during pregnancy has been proven ineffective for reducing post-partem depression or increasing the child's later cognitive abilities [Makrides M et al., JAMA 304 (2010) 1675].  Concentrated fish oil often requires chemical alteration of the fats, and distilled fish oil risks oxidation, so "ultra pure" fish oil has been molecularly altered by man.  Consider that EATING FISH during pregnancy (2-4 servings per week) was correlated to twice the probability of the child later scoring above the lowest fourth in itelligence [Hibbeln JR et al., Lancet 369 (2007) 578] even when ignoring mercury; the benefits are likely higher if focusing on low-mercury fish.  The more we manipulate food to get what we think is best for us, the worse the outcome. 

The more food we eat in its pure form straight from the Earth, the healthier we become.  Then you can expect cognition to rise and depression to fall.  A rigorous meta-analysis of over 1000 papers on the subject found that only 14 of the studies were done well enough to trust the results and be included in a comprehensive analysis.  Those 14 reliable studies showed a significant benefit for depressed subjects: a reduction by 1/2 standard deviation in depression score towards normal (towards no depression) [PY Lin et al., Biol Psychiatry 68 (2010) 140].  These studies used fish oil from various sources, and no analysis has been done to date comparing different types of fish oils.  We only know that eating fish has a large benefit, that using fish oil on average has a moderate benefit, and that a recent study using highly processed fish oil showed no benefit.  The processing methods of fish oils used by various companies on the market are ambiguous so it is not possible at this time to make specific recommendations for brand names or specific products.  However, if you want to supplement with fish oil, look for one that advertises low-temperature processing and keep it in the freezer with minimal air exposure, with the amount you are using for the week in the fridge if you wish.