Nutritional lipids supplied during critical illness have been shown to modulate the host response to inflammation. In particular, inclusion of omega-3 fatty acids seems to have beneficial effects on cellular immunity and helps to maintain the balance between pro- and anti-inflammatory cytokines thereby preventing hyperinflammatory complications. In addition to improvements in the profile of lipid mediators generated, omega-3 fatty acids act as activating ligands of peroxisome proliferator-activated receptors and directly inhibit nuclear factor kappaB mediated proinflammatory signaling. We present an overview on the alterations in the metabolism of serum lipoproteins during sepsis and present data from clinical studies and discuss the significance of nutritional lipids and their role in immunomodulation with special emphasis on omega-3 fatty acids.