Non-alcoholic fatty liver disease (NAFLD) is triggered by a nutritional-metabolic alteration characterized by triacylglicerides acumulation, insulin resistance (IR), oxidative stress and depletion of polyunsaturated fatty acid (PUFA). The n-3 PUFA, such as eicosapentaenoic (EPA) and docosahexaenoic (DHA) acids, would be hepatoprotective against the development of NAFLD by stimulating lipolysis and inhibit lipogenesis. So, fish oil supplementation (EPA + DHA) prevents HFD-induced NAFLD. In this context, the aim of this study is to evaluate the correlation between liver oxidative stress with IR and levels of PUFA in supplemented mice. Male mice C57BL/6J (n = 9) were fed for 12th week: a) control diet (20% protein, 70% carbohydrate, 10% lipids), b) control diet and fish oil supplementation (200 mg EPA+DHA/kg/day), c) high fat diet (20% protein, 20% carbohydrate, 60% lipids), and d) high fat diet and fish oil supplementation. Liver steatosis (histology), insulin resistance (HOMA), liver oxidative stress (GSH/GSSG, carbonyl protein and 8-isoprostanes) and liver fatty acid content were evaluated. The significant decrease in liver oxidative stress parameters (p < 0.05, ANOVA followed by Newman Keuls test) were correlated (Pearson test) with HOMA and levels of PUFA, along with the hepatoprotection observed. It concludes that prevention of NAFLD by supplementation with fish oil (EPA+DHA) is dependent of the prevention of liver oxidative stress, IR and PUFA depletion.