Depression is a complex disorder influenced by a variety of biological and environmental factors. Due to significant heterogeneity, there are remarkable differences in how patients respond to treatment. A primary objective of psychiatric research is to identify biological markers that could be used to better predict and enhance responses to antidepressant treatments. Diet impacts various aspects of health, including depression. The fatty acid composition of the Western diet, which has a high ratio of n-6: n-3 polyunsaturated fatty acids, is associated with increased incidence of depression. The brain is rich in lipids, and dietary fatty acids act within specific brain regions to regulate processes that impact emotional behavior. This manuscript reviews existing evidence demonstrating brain region-specific fatty acid profiles, and posits that specific fatty acids may serve as predictive biomarkers of response to antidepressants. Furthermore, increasing blood levels of certain fats, such as n-3s, via dietary intervention may serve as an adjunct to improve the efficacy of antidepressants. Notably, most of the existing research regarding fats and depression-related brain regions has focused on n-3s, as compared to n-6s, monounsaturated, and saturated fats. This review article will help guide future work investigating the relationships between fatty acids, brain regions, and antidepressant efficacy.