Docosahexaenoic acid (DHA, 22:6, n-3) is a long-chain polyunsaturated fatty acid necessary for normal brain growth and cognitive development. Seafood and dietary supplements are the primary dietary sources of DHA. This study addresses the associations between DHA status in pregnant women and healthy, term-born infant problem-solving skills assessed using the Ages and Stages Questionnaire. The fatty acid status of maternal red blood cells (RBCs) was assessed in the 28th week of gestation and at three months postpartum. The infants’ fatty acid status (RBC) was assessed at three, six, and twelve months, and problem-solving skills were assessed at six and twelve months. Maternal DHA status in pregnancy was found to be positively associated with infants’ problem-solving skills at 12 months. This association remained significant even after controlling for the level of maternal education, a surrogate for socio-economic status. The infants’ DHA status at three months was associated with the infants’ problem solving at 12 months. The results accentuate the importance for pregnant and lactating women to have a satisfactory DHA status from dietary intake of seafood or other sources rich in DHA.