An increase in the proportion of fatty acids with higher numbers of double bonds is believed to increase lipid peroxidation, which augments the risk for many chronic diseases. (n-3) Polyunsaturated fatty acids provide various health benefits, but there is a concern that they might increase lipid peroxidation. We examined the effects of docosahexaenoic acid [22:6 (n-3)] supplementation on lipid peroxidation markers in plasma and red blood cells (RBC) and their associations with red blood cell and plasma fatty acids. Hypertriglyceridemic men (n = 17 per group) aged 39–66 years participated in a double-blind, randomized, placebo-controlled, parallel study. They received no supplements for the first 8 days and then received 7.5 g/day docosahexaenoic acid oil (3 g/day docosahexaenoic acid) or olive oil (placebo) for 90 days. Fasting blood samples were collected 0, 45, and 91 days after supplementation. Docosahexaenoic acid supplementation did not change plasma or RBC concentrations of lipid peroxidation markers (total hydroxyoctadecadienoic acid, total hydroxyeicosatetraenoic acid, total 8-isoprostaglandin F_2α, 7α-hydroxycholesterol, 7β-hydroxycholesterol) when pre- and post-supplement values were compared. However, the post-supplement docosahexaenoic acid (DHA) concentration was inversely associated with RBC concentrations of ZE-HODE, EE-HODE, t-HODE, and total 8-isoprostaglandin F_2α, (p<0.05). RBC concentration of hydroxycholesterol was also inversely associated with DHA but it did not attain significance (p = 0.07). Our results suggest that increased concentration of DHA in RBC lipids reduced lipid peroxidation. This may be another health benefit of DHA in addition to its many other health promoting effects.