Low intake of omega-3 (Ω-3) polyunsaturated fatty acids (PUFAs) especially docosahexaenoic acid (DHA) is associated with postpartum depression. DHA deficiency is accompanied by impaired attention and cognition, and will precipitate psychiatric symptoms. However, the effects of dietary DHA on postpartum depression remain unclear. We established a normal pregnancy model to evaluate whether an Ω-3 PUFA-deficient diet during gestation could induce depressive-like behavior and aggravate dysregulation of the hypothalamic-pituitary-adrenal (HPA) axis in rats. A between-group design was used to assess the effects of Ω-3 PUFA content (deficiency, control and supplementary) and reproductive status (virgin or parous). We assessed depressive-like behavior and measured the fatty acid composition in the liver. The protein expressions of glucocorticoid receptor (GR) and mineralocorticoid receptor (MCR) were also measured to evaluate the HPA activity. Exposure to the Ω-3 PUFA-deficient diet resulted in an increased immobility time in a forced swimming test (FST). Additionally, our results firstly showed the decreased expression of GR in the hippocampus of parous rats that were exposed to Ω-3 PUFA-deficient diets, which may partly facilitate the hyperactivity of the HPA axis and exert detrimental effects. Moreover, the reduction of GR was ameliorated by Ω-3 PUFA supplementation, providing new evidence for Ω-3 PUFAs in the progression of postpartum depression.