(1) Aim: Non-alcoholic fatty liver disease (NAFLD) is a prevalent disease worldwide. Omega-3 polyunsaturated fatty acids (n-3 PUFAs) bear anti-inflammatory action and can ameliorate hyperlipidemia. We wish to appraise the effects of n-3 PUFAs supplement on NAFLD. (2) Methods: We searched CENTRAL, Embase, and MEDLINE on 29 March 2020 for randomized control trials (RCTs) on the effects of n-3 PUFAs supplementation in treating NAFLD. The Cochrane Collaboration’s tool was used to assess the risk of bias of included RCTs. (3) Results: We included 22 RCTs with 1366 participants. The risk of bias of included RCTs was generally low or unclear. n-3 PUFAs supplementation significantly reduced liver fat compared with placebo (pooled risk ratio 1.52; 95% confidence interval (CI) 1.09 to 2.13). n-3 PUFAs supplementation also significantly improved the levels of triglyceride, total cholesterol, high-density lipoprotein, and body-mass index, with pooled mean difference and 95% CI being −28.57 (−40.81 to −16.33), −7.82 (−14.86 to −0.79), 3.55 (1.38 to 5.73), and −0.46 (−0.84 to −0.08), respectively. (4) Conclusions: The current evidence supports the effects of n-3 PUFAs supplementation in improving fatty liver. n-3 PUFAs supplementation may also improve blood lipid levels and obesity.