EPA and DHA  stand for eicosapentaenoic acid and docosahexaenoic acid respectively. These fatty acids are omega-3 fats, which are found in cold water fish. EPA DHA are highly unsaturated fats because they contain six and five double bonds on their long structural chains. These polyunsaturated fats play a very important role with the function of our bodies.

There is, however, significant difficulty in interpreting the literature due to participant recall and systematic differences in diets.[53] There is also controversy as to the efficacy of omega−3, with many meta-analysis papers finding heterogeneity among results which can be explained mostly by publication bias.[54][55] A significant correlation between shorter treatment trials was associated with increased omega−3 efficacy for treating depressed symptoms further implicating bias in publication.[55]
Various scales were used in these studies to evaluate the target outcome of anxiety symptoms: the Yale-Brown Obsessive-Compulsive Scale, Profile of Mood States, State-Trait Anxiety Inventory, Hamilton Anxiety Rating Scale, Generalized Anxiety Disorder questionnaire, Depression, Anxiety, and Stress Scales, Clinician-Administered Posttraumatic Stress Disorder Scale, Beck Anxiety Inventory, visual analog scale of anxiety, Impact of Event Scale–Revised, Conners score anxiety subscale, Neuropsychiatric Inventory, test anxiety severity, Hospital Anxiety and Depression Scale anxiety subscale, and Child Behavior Checklist anxiety subscale. The psychiatric and physical health conditions of the recruited participants also varied widely: general population without specific clinical conditions,36,47,51,55,60 participants with acute myocardial infarction,35 borderline personality disorder,2 mild to severe depression,59 obsessive-compulsive disorder,33 severe accidental injury,49 participants who were traumatized by disaster,54 participants with substance abuse disorder,34 women with premenstrual syndrome,56 children with attention-deficit/hyperactivity disorder,48,53 Alzheimer disease,58 generally healthy undergraduate college students but with test anxiety,61 Parkinson disease,52 and participants with Tourette syndrome.57 Sixteen studies compared the effect of omega-3 PUFA treatment with that of the placebo33,34,36,47-49,51-53,55-61; the other 3 studies were non–placebo controlled trials.35,50,54 The mean (SD) Jadad score of the recruited studies was 3.8 (1.0) (eTable in the Supplement).
Omega-3 polyunsaturated fatty acids (PUFAs), such as eicosapentaenoic acid (EPA) and docosahexaenoic acid (DHA), are essential nutrients that have potential preventive and therapeutic effects on psychiatric disorders, such as anxiety and depression,7-15 as well as comorbid depression and anxiety in physically ill patients,16-19 patients with coronary heart disease,20,21 and pregnant women.22,23 Preclinical data support the effectiveness of omega-3 PUFAs as treatment for anxiety disorders. Song et al24,25 found that an EPA-rich diet could reduce the development of anxiety-like behaviors in rats as well as normalize dopamine levels in the ventral striatum. In addition, Yamada et al26 showed that a high dietary omega-3 to omega-6 PUFA ratio reduced contextual fear behaviors in mice and that these effects were abolished by a cannabinoid CB1 receptor antagonist.

The American Heart Association (AHA) recommends that everyone eats fish (particularly fatty, coldwater fish) at least twice a week. Salmon, mackerel, herring, sardines, lake trout, and tuna are especially high in omega-3 fatty acids. While foods are your best bet for getting omega-3s in your diet, fish oil supplements are also available for those who do not like fish. The heart-healthy benefits of regular doses of fish oil supplements are unclear, so talk to your doctor to see if they're right for you. If you have heart disease or high triglyceride levels, you may need even more omega-3 fatty acids. Ask your doctor if you should take higher doses of fish oil supplements to get the omega-3s you need.
The most extensive data of the effect of fish oil on lipoprotein subfractions are based on trials performed before the widespread use of statins. This data were aggregated over a decade ago in a meta-analysis of 16 randomized trials including over 1500 patients.17 In this analysis, low-density lipoprotein (LDL) was increased by an average of 5% and high-density lipoprotein was marginally changed. Although a shift toward less atherogenic, larger and more buoyant LDL particle composition has been shown,74 this has been offset by the observation that the number of apolipoprotein B 100 particles increases and may be more susceptible to oxidation.75 Increased conversion of remnant particles (intermediate density lipoprotein) to LDL has also been observed.76
The ultimate goal of using omega-3 fatty acids is the reduction of cellular inflammation. Since eicosanoids derived from arachidonic acid (AA), an omega-6 fatty acid, are the primary mediators of cellular inflammation, EPA becomes the most important of the omega-3 fatty acids to reduce cellular inflammation for a number of reasons. First, EPA is an inhibitor of the enzyme delta-5-desaturase (D5D) that produces AA (1). The more EPA you have in the diet, the less AA you produce. This essentially chokes off the supply of AA necessary for the production of pro-inflammatory eicosanoids (prostaglandins, thromboxanes, leukotrienes, etc.). DHA is not an inhibitor of this enzyme because it can’t fit into the active catalytic site of the enzyme due to its larger spatial size. As an additional insurance policy, EPA also competes with AA for the enzyme phospholipase A2 necessary to release AA from the membrane phospholipids (where it is stored). Inhibition of this enzyme is the mechanism of action used by corticosteroids. If you have adequate levels of EPA to compete with AA (i.e. a low AA/EPA ratio), you can realize many of the benefits of corticosteroids but without their side effects. That’s because if you don’t release AA from the cell membrane then you can’t make inflammatory eicosanoids. Because of its increased spatial dimensions, DHA is not a good competitor of phospholipase A2 relative to EPA. On the other hand, EPA and AA are very similar spatially so they are in constant competition for the phospholipase A2 enzyme just as both fatty acids are in constant competition for the delta-5 desaturase enzyme. This is why measuring the AA/EPA ratio is such a powerful predictor of the state of cellular inflammation in your body.
Krauss-Etschmann, S., Hartl, D., Rzehak, P., Heinrich, J., Shadid, R., Del, Carmen Ramirez-Tortosa, Campoy, C., Pardillo, S., Schendel, D. J., Decsi, T., Demmelmair, H., and Koletzko, B. V. Decreased cord blood IL-4, IL-13, and CCR4 and increased TGF-beta levels after fish oil supplementation of pregnant women. J.Allergy Clin.Immunol. 2008;121(2):464-470. View abstract.
High triglycerides. Most research shows that fish oil from supplements and food sources can reduce triglyceride levels. The effects of fish oil appear to be the greatest in people who have very high triglyceride levels. Also the amount of fish oil consumed seems to directly affect how much triglyceride levels are reduced. Some fish oil supplements including Lovaza, Omtryg, and Epanova have been approved by the FDA to lower triglycerides.