Background: Elevated blood lipids and its associated psychological concerns, including depression, are some of the most harmful aspects of obesity, which has made the need for its prevention and treatment more obvious to researchers and authorities. Objectives: This study sought to evaluate the effect of 8 weeks of omeg-3 supplementation combined with aerobic exercise on blood lipid profile and depression in obese women. Materials and methods: 32 inactive obese women with mild to moderate depression with the age range of 25-40 years were selected and then randomly divided into four groups of (n=8): aerobic exercise + omega-3 supplement; omega-3 supplement, aerobic exercise, and control. The aerobic exercise protocol included warming up; main program and cooling down phases lasted for 8 consecutive weeks (5 days/week). The daily intake of omega-3 supplement was 2,000 milligrams. Lipid profiles and the Depression were measured before and after 8 weeks of exercise intervention and supplementation. Results: There was a significant decrease in total cholesterol and LDL in aerobic exercise, aerobic exercise + omega-3, and omega-3 groups and there was a significant increase in HDL in the three groups (p=0.05). Compared to the omega-3 supplement group, aerobic exercise group and aerobic exercise+omega-3 supplement group had lower total cholesterol and LDL levels and higher HDL after intervention (p=0.05). In addition, in all three experimental groups, depression showed a significant improvement (p=0.05). The aerobic exercise group and the aerobic+omega-3 supplement group showed a more significant improvement compared to the omega-3 supplement group in terms of depression (p=0.05). Conclusion: Given the findings of this study, aerobic exercise and omega-3 supplement simultaneously improve the blood lipids and depression in women. Since blood lipids are improved in the prevention of obesity and related diseases, including depression, omega-3 consumption and aerobic exercise in interaction are recommended for women.