We aimed to synthesize the evidence from randomized controlled trials (RCTs) that determined the efficacy of adding omega-3 supplementation to the continuous sertraline therapy in adults with depression. Meta-analyses were performed using random effects. We used the Revised Cochrane risk of bias tool for randomized trials version 2.0. to assess the risk of bias. Four RCTs were included. The follow-up ranged from eight to 12 weeks. Regarding the Beck Depression Inventory, the pooled SMD was 0.50 (95% CI: -0.51, 1.50; I2: 94.1%). A subgroup analysis was performed regarding the presence of coronary disease: SMD -0.17 (95% CI: -0.41, 0.07; I2: 0.0%). Regarding the Beck Anxiety Inventory, the pooled MD was 0.03 (95% CI: -2.22, 2.28; I2: 0.0%). Regarding the Hamilton Depression Rating Scale, the pooled MD was 0.42 (95% CI: -1.44, 2.29; I2: 35.7%). All pooled outcomes presented a very low certainty of the evidence. Three RCTs presented a low risk of bias in all domains; however, one study presented some concerns in two domains. No essential reductions in the outcomes were found. A subgroup analysis suggested that may be better not to provide the supplementation in patients with coronary disease. The evidence is not enough to make recommendations.