Immunosuppression directly correlates with economic benefits in livestock. Although omega-3, known as an energy source, is used as a pharmaceutical molecule, it remains unknown whether dietary supplementation with omega-3 can alleviate cyclophosphamide-induced immunosuppression in pigs. Omega-3 treatment increased the number of white blood cell, lymphocytes, and monocytes and decreased tumor necrosis factor (TNF)-α production under CTX challenge. In addition, we confirmed that omega-3 decreased the expression of nuclear factor (NF)-κB, TNF-α, interferon (IFN)-γ, and interleukin (IL)-8 in peripheral blood mononuclear cells. Additionally, omega-3 alleviated the activities of liver injury markers (alanine transaminase [ALT] and aspartate transaminase [AST]) and modulated oxidative stress markers (superoxide dismutase [SOD], malondialdehyde [MDA], and glutathione peroxidase [GPx]) in the blood serum after the CTX challenge. Based on these results, we suggest that omega-3 treatment modulates CTX-induced immunosuppression and oxidative stress in pigs. These results may have important implications in the development of new therapeutic approaches to improve immunosuppression, hepatic injury and dysfunction, and oxidative stress in pigs.