The consumption of marine fishes and general seafood has long been recommended by several medical authorities as a long-term nutritional intervention to preserve mental health, hinder neurodegenerative processes, and sustain cognitive capacities in humans. Most of the neurological benefits provided by frequent seafood consumption comes from adequate uptake of omega-3 and omega-6 polyunsaturated fatty acids, n-3/n-6 PUFAs, and antioxidants. Optimal n-3/n-6 PUFAs ratios allow efficient inflammatory responses that prevent the initiation and progression of many neurological disorders. Moreover, interesting in vivo and clinical studies with the marine antioxidant carotenoid astaxanthin (present in salmon, shrimp, and lobster) have shown promising results against free radical-promoted neurodegenerative processes and cognition loss. This review presents the state-of-the-art applications of n-3/n-6 PUFAs and astaxanthin as nutraceuticals against neurodegenerative diseases associated with exacerbated oxidative stress in CNS. The fundamental “neurohormesis” principle is discussed throughout this paper. Finally, new perspectives for the application of a natural combination of the aforementioned anti-inflammatory and antioxidant agents (found in krill oil) are also presented herewith.