Docosahexaenoic acid is a long-chain polyunsaturated fatty acid that is found in large quantity in the brain and which has repeatedly been observed to be related in positive ways to both cognitive function and cardiovascular health. The mechanisms through which docosahexaenoic acid affects cognition are not well understood, but in this article, we propose a hypothesis that integrates the positive effects of docosahexaenoic acid in the cognitive and cardiovascular realms through the autonomic nervous system. The autonomic nervous system is known to regulate vital functions such as heart rate and respiration, and has also been linked to basic cognitive components related to arousal and attention. We review the literature from this perspective, and delineate the predictions generated by the hypothesis. In addition, we provide new data showing a link between docosahexaenoic acid and fetal heart rate that is consistent with the hypothesis.