This study aimed to seek whether habitual fish and seafood or n-3 long-chain PUFA intake could influence the occurrence of depressive episodes. In a subsample from the French SU.VI.MAX cohort, dietary habits have been assessed during the first 2 years of the follow-up (six 24-h records) and declarations of antidepressant prescription, taken as markers of depressive episodes, have been recorded during the 8-year follow-up. Subjects consuming fatty fish or with an intake of long-chain n-3 PUFA higher than 0.10% of energy intake had a significantly lesser risk of any depressive episode and of recurrent depressive episodes, but not of single depressive episode. These associations were stronger in men and in non-smokers. In contrast, smokers eating fatty fish had an increased risk of recurrent depression. These results suggest that a usual intake of fatty fish or long-chain n-3 PUFA may decrease the risk of recurrent depression in non-smokers.