This study will last 3 months. Participants will be randomly assigned to receive either fish oil supplements or placebo daily for 3 months. At the end of 3 months, participants who show an improvement in their depressive symptoms will have the option to continue their treatment for an additional 3 months. Participants will do no respond to treatment will be excused from the study. All participants will remain on their antidepressants and MS medication throughout the study. Participants will have weekly study visits. At each visit, participants will be asked about their general health, and self-report scales will be used to assess depressive symptoms. Medication adherence will be monitored by pill counts and through red blood cell fatty acid analysis. Blood collection will occur at study start and at study completion.