Major depressive disorder (MDD) is associated with low levels of omega-3 polyunsaturated fatty acids (PUFAs), holding promise for new perspectives on disease etiology and treatment targets. As aggressive and impulsive behaviors are associated with low omega-3 PUFA levels in some clinical contexts, we investigated plasma PUFA relationships with trait aggression and impulsivity in patients with MDD. Medication-free MDD patients (n = 48) and healthy volunteers (HV, n = 35) were assessed with the Brown-Goodwin Aggression Inventory. A subset (MDD, n = 39; HV, n = 33) completed the Barratt Impulsiveness Scale. Plasma PUFAs eicosapentaenoic acid (EPA, 20:5n-3), docosahexaenoic acid (DHA, 22:6n-3), and arachidonic acid (AA, 20:4n-6) were quantified and ln-transformed to mitigate distributional skew. Ln-transformed PUFA (lnPUFA) levels were predictors in regression models, with aggression or impulsivity scores as outcomes, and cofactors of sex and diagnostic status (MDD with or without a history of substance use disorder [SUD], or HV). Interactions were tested between relevant PUFAs and diagnostic status. Additional analyses explored possible confounds of depression severity, self-reported childhood abuse history, and, in MDD patients, suicide attempt history. Among PUFA, lnEPA but not lnDHA predicted aggression (F1,76 = 12.493, p = 0.001), and impulsivity (F1,65 = 5.598, p = 0.021), with interactions between lnEPA and history of SUD for both aggression (F1,76 = 7.941, p = 0.001) and impulsivity (F1,65 = 3.485, p = 0.037). Results remained significant when adjusted for childhood abuse, depression severity, or history of suicide attempt. In conclusion, low EPA levels were associated with aggression and impulsivity only in patients with MDD and comorbid SUD, even though in most cases SUD was in full sustained remission.