The objective of this study was to investigate the effects of dietary supplementation with various fat sources (3.8-3.9% of diet) during late pregnancy and lactation on the reproductive performance, fatty acids profile in colostrum, milk and serum of sow progeny. A total of 80 multiparous sows were randomly fed a control (adding no oil), palm oil (PO), fish oil (FO) or soybean oil (SO) supplemented diet from 90 days of pregnancy to weaning. Supplementation of FO increased litter size of weak piglets, compared with the control-fed sows (P < 0.05). Dietary FO and SO supplementation, enhanced the weaning survival rate, litter weaning weight, litter weight gain and fat content in milk (P < 0.05). The highest immunoglobulin (Ig)G and IgM levels in colostrum and milk were observed in the FO group (P < 0.05). Meanwhile, the highest concentration of C22:5 (n-3) and C22:6 (n-3) in colostrum, milk and piglet serum was observed in the FO group (P < 0.05). Taken together, dietary inclusion of FO or SO improved growth performance of nursing piglets by increasing milk fat output, and FO consumption by sows might benefit the piglets via increasing n-3 polyunsaturated fatty acid availability and immunoglobulins (IgG and IgM) secretion.