It has been established that OMEGA-3 polyunsaturated fatty acids (PUFAs) may improve lipid and glucose homeostasis and prevent the “low-grade” state of inflammation in animals. Little is known about the effect of PUFAs on adipocytokines expression and biologically active lipids accumulation under the influence of high-fat diet-induced obesity. The aim of the study was to examine the effect of fish oil supplementation on adipocytokines expression and ceramide (Cer) and diacylglycerols (DAG) content in visceral and subcutaneous adipose tissue of high-fat fed animals. The experiments were carried out on Wistar rats divided into three groups: standard diet–control (SD), high-fat diet (HFD), and high-fat diet + fish oil (HFD+FO). The fasting plasma glucose and insulin concentrations were examined. Expression of carnitine palmitoyltransferase 1 (CPT1) protein was determined using the Western blot method. Plasma adipocytokines concentration was measured using ELISA kits and mRNA expression was determined by qRT-PCR reaction. Cer, DAG, and acyl-carnitine (A-CAR) content was analyzed by UHPLC/MS/MS. The fish oil supplementation significantly decreased plasma insulin concentration and Homeostatic Model Assesment for Insulin Resistance (HOMA-IR) index and reduced content of adipose tissue biologically active lipids in comparison with HFD-fed subjects. The expression of CPT1 protein in HFD+FO in both adipose tissues was elevated, whereas the content of A-CAR was lower in both HFD groups. There was an increase of adiponectin concentration and expression in HFD+FO as compared to HFD group. OMEGA-3 fatty acids supplementation improved insulin sensitivity and decreased content of Cer and DAG in both fat depots. Our results also demonstrate that PUFAs may prevent the development of insulin resistance in response to high-fat feeding and may regulate the expression and secretion of adipocytokines in this animal model.