Emerging evidence suggests that adequate intake of omega-3 polyunsaturated fatty acids (n-3 PUFAs), which include docosahexaenoic acid (DHA) and eicosapentaenoic acid (EPA), might be associated with better sleep quality. N-3 PUFAs, which must be acquired from dietary sources, are typically consumed at suboptimal levels in Western diets. Therefore, the current placebo-controlled, double-blind, randomized trial, investigated the effects of an oil rich in either DHA or EPA on sleep quality in healthy adults who habitually consumed low amounts of oily fish. Eighty-four participants aged 25–49 years completed the 26-week intervention trial. Compared to placebo, improvements in actigraphy sleep efficiency (p = 0.030) and latency (p = 0.026) were observed following the DHA-rich oil. However, these participants also reported feeling less energetic compared to the placebo (p = 0.041), and less rested (p = 0.017), and there was a trend towards feeling less ready to perform (p = 0.075) than those given EPA-rich oil. A trend towards improved sleep efficiency was identified in the EPA-rich group compared to placebo (p = 0.087), along with a significant decrease in both total time in bed (p = 0.032) and total sleep time (p = 0.019) compared to the DHA-rich oil. No significant effects of either treatment were identified for urinary excretion of the major melatonin metabolite 6-sulfatoxymelatonin. This study was the first to demonstrate some positive effects of dietary supplementation with n-3 PUFAs in healthy adult normal sleepers, and provides novel evidence showing the differential effects of n-3 PUFA supplements rich in either DHA or EPA. Further investigation into the mechanisms underpinning these observations including the effects of n-3 PUFAs on sleep architecture are required.