Fish oil supplementation is widely used for reducing serum triglycerides (TAGs) but has mixed effects on other circulating cardiovascular biomarkers. Many genetic polymorphisms have been associated with blood lipids, including high- and low-density-lipoprotein cholesterol (HDL-C, LDL-C), total cholesterol, and TAGs. Here, the gene-diet interaction effects of fish oil supplementation on these lipids were analyzed in a discovery cohort of up to 73,962 UK Biobank participants, using a 1-degree-of-freedom (1df) test for interaction effects and a 2-degrees-of-freedom (2df) test to jointly analyze interaction and main effects. Associations with P < 1×10⁻⁶ in either test (26,157; 18,300 unique variants) were advanced to replication in up to 7,284 participants from the Atherosclerosis Risk in Communities (ARIC) Study. Replicated associations reaching 1df P < 0.05 (2,175; 1,763 unique variants) were used in meta-analyses. We found 13 replicated and 159 non-replicated (UK Biobank only) loci with significant 2df joint tests that were predominantly driven by main effects and have been previously reported. Four novel interaction loci were identified with 1df P < 5×10⁻⁸ in meta-analysis. The lead variant in the GJB6-GJB2-GJA3 gene cluster, rs112803755 (A>G; minor allele frequency = 0.041), shows exclusively interaction effects. The minor allele is significantly associated with decreased TAGs in individuals with fish oil supplementation, but with increased TAGs in those without supplementation. This locus is significantly associated with higher GJB2 expression of connexin 26 in adipose tissue; connexin activity is known to change upon exposure to omega-3 fatty acids. Significant interaction effects were also found in three other loci in the genes SLC12A3 (HDL-C), ABCA6 (LDL-C), and MLXIPL (LDL-C), but highly significant main effects are also present. Our study identifies novel gene-diet interaction effects for four genetic loci, whose effects on blood lipids are modified by fish oil supplementation. These findings highlight the need and possibility for personalized nutrition.