A team of researchers in Australia evaluated depression in 2,320 women six months after giving birth and cognitive scores including memory, problem solving, and language for 694 children at 18 months.  Women on fish oil containing 800 mg of DHA gained no benefits over women on a vegetable oil placebo ... and nor did their infants. This is quite a high dose, so if the DHA was going to do anything at all, this should have done it. Doing research into fish as a health product is plagued with problems. Of course people who eat fish are healthier, on average, than people who don't, because they are richer! Fish is expensive and rich people can afford more than poor people and rich people are healthier for a range of reasons ... less stressful jobs, live in healthier houses in better suburbs and eat more fruit and veg etc, etc. When people combine results from proper placebo studies on fish oil, as in this British Medical Journal study any impact vanishes.

The new study is in the Journal of the American Medical Association:

Makrides M, Gibson RA, McPhee AJ, et al. Effect of DHA Supplementation During Pregnancy on Maternal Depression and Neurodevelopment of Young Children. JAMA. 2010;304:1675-1683.