Atherosclerosis is an inflammatory chronic disease affecting arterial vessels and leading to vascular diseases, such as stroke and myocardial infarction. The relationship between atherosclerosis and risk of neurodegeneration has been established, in particular with vascular cognitive impairment and dementia (VCID). Systemic atherosclerosis increases the risk of VCID by inducing cerebral infarction, or through systemic or local inflammatory factors that underlie both atherosclerosis and cognition. Omega-3 and omega-6 polyunsaturated fatty acids (PUFAs) are involved in inflammatory processes, but with opposite roles. Specifically, omega-3 PUFAs exert anti-inflammatory properties by competing with omega-6 PUFAs and displacing arachidonic acid in membrane phospholipids, decreasing the production of pro-inflammatory eicosanoids. Experimental studies and some clinical trials have demonstrated that omega-3 PUFA supplementation may reduce the risk of different phenotypes of atherosclerosis and cardiovascular disease. This review describes the link between atherosclerosis, VCID and inflammation, as well as how omega-3 PUFA supplementation may be useful to prevent and treat inflammatory-related diseases.