Necrotizing enterocolitis (NEC) is an inflammatory bowel disease and a leading cause of morbidity and mortality in preterm infants. In this study, a randomized double-blind parallel-group (1:1) trial was carried out in two neonatal intensive care units of two tertiary hospitals. Two hundred and twenty-five preterm newborns with an expected functional gastrointestinal tract were recruited and received an enteral dose of 75 mg of docosahexaenoic acid (DHA)/kg body weight or high-oleic sunflower oil daily for 14 days from the first enteral feed after birth. Confirmed NEC was evaluated with Bell’s scale from stage ≥ IIa. Two hundred and fourteen randomized infants were analyzed in terms of the intent-to-treat (DHA-group: n = 105; control-group: n = 109); data for two hundred infants were analysed per protocol. Confirmed NEC was lower in infants from the DHA-group compared with the control-group (0/100 vs. 7/100; p = 0.007), with RR = 0.93 (95% CI 0.881 to 0.981), risk difference = −7%, (95% CI −12.00 to −1.99), and number needed-to-treat = 15 (95% CI 8.3 to 50). Intent-to-treat analysis showed a lower level of treatment failure in the DHA-group compared with the control-group (6/105 (6%) vs. 16/109 (15%); p = 0.03, RR = 0.905, (95% CI 0.826 to 0.991)). The results after multivariate-regression analysis remained significant. Adverse events (apart from the incidence of NEC) were not different between groups. A daily dose of DHA for 14 days starting with the first enteral feed may prevent NEC in preterm infants.