Breast cancer (BC) is the most common cancer among women worldwide. Dietary fatty acids, especially n-3 polyunsaturated fatty acids (PUFA), are believed to play a role in reducing BC risk. Evidence has shown that fish consumption or intake of long-chain n-3 PUFA, such as eicosapentaenoic acid (EPA) and docosahexaenoic acid (DHA), are beneficial for inhibiting mammary carcinogenesis. The evidence regarding α-linolenic acid (ALA), however, remains equivocal. It is essential to clarify the relation between ALA and cancer since ALA is the principal source of n-3 PUFA in the Western diet and the conversion of ALA to EPA and DHA is not efficient in humans. In addition, the specific anticancer roles of individual n-3 PUFA, alone, have not yet been identified. Therefore, the present review evaluates ALA, EPA and DHA consumed individually as well as in n-3 PUFA mixtures. Also, their role in the prevention of BC and potential anticancer mechanisms of action are examined. Overall, this review suggests that each n-3 PUFA has promising anticancer effects and warrants further research.