Major depressive disorder (MDD), affecting over 264 million individuals globally, is associated with immune system dysregulation and chronic neuroinflammation, potentially linked to neurodegenerative processes. This review examines blood-brain barrier (BBB) dysfunction in MDD, focusing on key regulators like matrix metalloproteinase 9 (MMP9), aquaporin-4 (AQP4), and ATP-binding cassette subfamily B member 1 (ABCB1). We explore potential mechanisms by which compromised BBB integrity in MDD may contribute to neuroinflammation and discuss the therapeutic potential of omega-3 polyunsaturated fatty acids (n-3 PUFAs). n-3 PUFAs have demonstrated anti-inflammatory and neuroprotective effects, and potential ability to modulate MMP9, AQP4, and ABCB1, thereby restoring BBB integrity in MDD. This review aims to elucidate these potential mechanisms and evaluate the evidence for n-3 PUFAs as a strategy to mitigate BBB dysfunction and neuroinflammation in MDD.