Depressive disorder (DD) is a psychiatric disorder whose molecular basis is not fully understood. It is assumed that reduced consumption of fish and omega-3 fatty acids (FA) is associated with DD. Other lipids like total cholesterol (TCH), LDL- and HDL-cholesterols (LDL-CH, HDL-CH) also play a role in depression. This study aimed to investigate the relationship between depressive disorder symptoms and lipid profile, LDL- and HDL-cholesterol subfractions, Paraoxonase 1 (PON1) activities and erythrocyte membrane fluidity in 58 depressive children and adolescents, as well as the effect of omega-3 FA on the monitored parameters. Depressive symptoms were assessed by the Children's Depression Inventory (CDI), lipid profile by standard biochemical procedures, LDL- and HDL-subfractions by the Lipoprint system. Basic biochemical parameters including lipid profile were compared with levels in 20 healthy children and were in the physiological range. We are the first to report that omega-3 FAs increase after 12 weeks of supplementation large HDL subfractions (anti-atherogenic) and decrease small HDL subfractions (pro-atherogenic) in depressed children. We found a negative correlation between CDI score and HDL-CH and large HDL subfraction, but not LDL-CH subfractions. CDI score was not associated with erythrocyte membrane fluidity. Our results suggest that HDL-CH and its subfractions, but not LDL-CH may play a role in the pathophysiology of depressive disorder.