Background: Docosahexaenoic acid (DHA) is important for brain function, and its status is dependent on dietary intakes. Therefore, individuals who consume diets low in omega-3 (n−3) polyunsaturated fatty acids may cognitively benefit from DHA supplementation. Sex and apolipoprotein E genotype (APOE) affect cognition and may modulate the response to DHA supplementation. Objectives: We investigated whether a DHA supplement improves cognitive performance in healthy young adults and whether sex and APOE modulate the response. Design: Healthy adults (n = 176; age range: 18–45 y; nonsmoking and with a low intake of DHA) completed a 6-mo randomized, placebo-controlled, double-blind intervention in which they consumed 1.16 g DHA/d or a placebo. Cognitive performance was assessed by using a computerized cognitive test battery. For all tests, z scores were calculated and clustered into cognitive domains as follows: episodic and working memory, attention, reaction time (RT) of episodic and working memory, and attention and processing speed. ANCOVA was conducted with sex and APOE as independent variables. Results: RTs of episodic and working memory improved with DHA compared with placebo [mean difference (95% CI): −0.18 SD (−0.33, −0.03 SD) (P = 0.02) and −0.36 SD (−0.58, −0.14 SD) (P = 0.002), respectively]. Sex × treatment interactions occurred for episodic memory (P = 0.006) and the RT of working memory (P = 0.03). Compared with the placebo, DHA improved episodic memory in women [0.28 SD (0.08, 0.48 SD); P = 0.006] and RTs of working memory in men [−0.60 SD (−0.95, −0.25 SD); P = 0.001]. APOE did not affect cognitive function, but there were some indications of APOE × sex × treatment interactions. Conclusions: DHA supplementation improved memory and the RT of memory in healthy, young adults whose habitual diets were low in DHA. The response was modulated by sex. This trial was registered at the New Zealand Clinical Trials Registry (http://www.anzctr.org.au/default.aspx) as ACTRN12610000212055.