The accumulating literature demonstrates that omega-3 polyunsaturated fatty acid (n-3 polyunsaturated fatty acid, N3PUFA) can be incorporated into the phospholipid bilayer of cell membranes in the human body to positively affect the cardiovascular system, including improving epithelial function, decreasing coagulopathy, and attenuating uncontrolled inflammatory responses and oxidative stress. Moreover, it has been proven that the N3PUFAs, eicosapentaenoic acid (EPA) and docosahexaenoic acid (DHA), are precursors of some potent endogenous bioactive lipid mediators that mediate some favorable effects attributed to their parent substances. A dose–response relationship between increased EPA and DHA intake and reduced thrombotic outcomes has been reported. The excellent safety profile of dietary N3PUFAs makes them a prospective adjuvant treatment for people exposed to a higher risk of cardiovascular problems associated with COVID-19. This review presented the potential mechanisms that might contribute to the beneficial effects of N3PUFA and the optimal form and dose applied.