Cardiovascular disease (CVD) is a leading cause of death worldwide. Supplementation with the marine omega-3 fatty acids eicosapentaenoic acid (EPA) and docosahexaenoic acid (DHA) is associated with lower CVD risk. However, results from randomized controlled trials that examine the effect of omega-3 supplementation on CVD risk are inconsistent. This risk-reducing effect may be mediated by reducing inflammation, oxidative stress and serum triglyceride (TG) levels. However, not all individuals respond by reducing TG levels after omega-3 supplementation. This inter-individual variability in TG response to omega-3 supplementation is not fully understood. Hence, we aim to review the evidence for how interactions between omega-3 fatty acid supplementation and genetic variants, epigenetic and gene expression profiling, gut microbiota and habitual intake of omega-3 fatty acids can explain why the TG response differs between individuals. This may contribute to understanding the current controversies and play a role in defining future personalized guidelines to prevent CVD.