Fearon, K. C., Von Meyenfeldt, M. F., Moses, A. G., Van Geenen, R., Roy, A., Gouma, D. J., Giacosa, A., Van Gossum, A., Bauer, J., Barber, M. D., Aaronson, N. K., Voss, A. C., and Tisdale, M. J. Effect of a protein and energy dense n-3 fatty acid enriched oral supplement on loss of weight and lean tissue in cancer cachexia: a randomised double blind trial. Gut 2003;52(10):1479-1486. View abstract.
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To avoid fish oil supplements containing mercury or other harmful contaminants, purchase supplements from a reputable source that clearly tests for these health-hazardous contaminants in its products. These tests should be ideally conducted by a third-party, and a certificate of analysis should indicate the levels of purity from environmental toxins.
Nonetheless, large population studies with solid data both on the participants’ diets and causes of disease and death bolstered the beliefs that eating fish often was a heart-healthy practice linked to reduced rates of cardiovascular disease. For example, a comprehensive analysis conducted by Dr. Dariush Mozaffarian and Eric Rimm of the Harvard T.H. Chan School of Public Health found that eating two servings of fatty fish a week — equal to about two grams of omega-3 fatty acids — lowered the risk of death from heart disease by more than a third and total deaths by 17 percent.
Omega-3 fatty acids are frequently in the news regarding their health benefits (or doubts in some cases). Two types of omega-3s in particular - eicosapentaenoic acid (EPA) and docohexaenoic acid (DHA) – are known to be essential fatty acids. “Essential” refers to the fact that our cells need these fatty acids in order to function normally. But the body cannot make them from other fats, which means it’s “essential” we supply them in our diet or through supplementation.

In comparison, the omega-3s found in krill appear to be more rapidly incorporated into red blood cell phospholipids.7 This is important, because not only do scientists view the uptake of essential fatty acids in red blood cells as a biomarker for uptake into the brain,8 but additional research suggests that when omega-3 fatty acids such as DHA are bound to phospholipids as they are with krill, it increases their uptake to the brain.9 This is further supported by human clinical research, which suggests ingestion of phospholipid-bound EPA and DHA increase cognitive function scores to a greater degree compared with scores obtained when the fatty acids in the ingested oil were provided in the triglycerides storage form.10

An animal study involving the omega-3 ETA discovered that subjects experienced a drop in overall inflammation similar to that caused by NSAIDs (non-steroidal anti-inflammatory drugs), but without the dangerous gastrointestinal side effects. The study authors also pointed out that eicosapentaenoic acid seems to be even more potent than the conventional omega-3s found in fish oil supplements (EPA/DHA). (56)
The short answer is no. There are many websites which advise people to stop eating vegetable oils and switch to fish oil in order to increase their intake of omega-3 fatty acids. Fish oil is a good source of omega-3 essential fatty acids and should be consumed, but that doesn’t necessarily mean that one should completely replace vegetable oils with fish oil.
Research conducted by Professor Peter Howe at the University of South Australia has shown that fish oil improves the efficacy of exercise in attempts to reduce weight. Volunteers who were given fish oil in their diet showed greater weight loss as compared to those who did not regularly consume it. Fish oil contains omega-3 fatty acids, which help to promote the weight loss, so a combination of physical workout and intake of this oil helps in reducing body fat significantly faster.
A 2012 study involved children from 6 to 12 years of age with ADHD who were being treated with methylphenidate and standard behavior therapy for more than six months. The parents of these children reported no improvement in behavior and academic learning using these standard treatments. The researchers randomly gave some of the children an omega-3 and omega-6 acid supplementation or a placebo. They found “statistically significant improvement” for the omega group in the following categories: restlessness, aggressiveness, completing work and academic performance. (5)

Sangiovanni, J. P., Agron, E., Meleth, A. D., Reed, G. F., Sperduto, R. D., Clemons, T. E., and Chew, E. Y. {omega}-3 Long-chain polyunsaturated fatty acid intake and 12-y incidence of neovascular age-related macular degeneration and central geographic atrophy: AREDS report 30, a prospective cohort study from the Age-Related Eye Disease Study. Am J Clin Nutr 2009;90(6):1601-1607. View abstract.
Jump up ^ Heartney, Eleanor (2007). "Zhang Huan: Becoming the Body". Zhang Huan: Altered States. Charta and Asia Society. ISBN 978-8881586417. Retrieved 2014-10-23. This becomes abundantly clear in the work of Chinese body artist Zhang Huan. In the course of his career, Zhang Huan has subjected himself to painful trials: sitting motionless for hours in an outhouse covered in honey and fish oil while flies crawled over his body [...].
They also found that taking more long-chain omega 3 fats (including EPA and DHA), primarily through supplements probably makes little or no difference to risk of cardiovascular events, coronary heart deaths, coronary heart disease events, stroke or heart irregularities. Long-chain omega 3 fats probably did reduce some blood fats, triglycerides and HDL cholesterol. Reducing triglycerides is likely to be protective of heart diseases, but reducing HDL has the opposite effect. The researchers collected information on harms from the studies, but information on bleeding and blood clots was very limited. 
This under-the-radar grain is a nutritional powerhouse — and one of the most potent sources of the omega-3 alpha-Linolenic acid (ALA). Sprinkle flaxseeds over your morning oatmeal for a pleasant nutty flavor, or blend them into fruit smoothies to satisfy a picky palate. Need more ideas? Check out The Flaxseed Recipe Book, an easy-to-follow guide for adding flaxseeds to your favorite soups, salads, and main courses.
High blood pressure. Fish oil seems to slightly lower blood pressure in people with moderate to very high blood pressure. Some types of fish oil might also reduce blood pressure in people with slightly high blood pressure, but results are inconsistent. Fish oil seems to add to the effects of some, but not all, blood pressure-lowering medications. However, it doesn't seem to reduce blood pressure in people with uncontrolled blood pressure who are already taking blood pressure-lowering medications.