Supplementation of omega-3 long chain polyunsaturated fatty acids (n-3 LCPUFA) may enhance self-regulation (SR) and executive functioning (EF) in children of preschool age. The aim of the Omega Kid Study was to investigate the effect of n-3 LCPUFA supplementation on SR and EF in typically developing preschool-aged children. A double-blind placebo-controlled pilot trial was undertaken, the intervention was 12 weeks and consisted of 1.6 g of eicosapentaenoic acid (EPA) and docosahexaenoic acid (DHA) per day compared to placebo. The HS-Omega-3 Index® was assessed by capillary blood samples at baseline and post-intervention. Seventy-eight children were enrolled and randomised to either the n-3 LCPUFA treatment (n = 39) or placebo (n = 39) group. Post intervention, there was a significant three-fold increase in the HS-Omega-3 Index® in the n-3 LCPUFA group (p < 0.001). There were no improvements in SR or EF outcome variables for the n-3 LCPUFA group post intervention compared to the placebo group determined by linear mixed models. At baseline, there were significant modest positive Spearman correlations found between the HS-Omega-3 index® and both behavioural self-regulation and cognitive self-regulation (r = 0.287, p = 0.015 and r = 0.242, p = 0.015 respectively). Although no treatment effects were found in typically developing children, further research is required to target children with sub-optimal self-regulation who may benefit most from n-3 LCPUFA supplementation.