These occur in foods such as fish and flaxseed. They play an important role in brain health, according to the Office of Dietary Supplements. The body cannot make these fats, so people must get them from their diet. A 2018 systematic review and meta-analysis looked at the results of 19 clinical trials and concludes that taking an omega-3 supplement such as fish oil could be helpful for people with anxiety. A 2018 review study suggests that a low intake of omega-3 fats can raise the risk of anxiety and depression, and that taking omega-3 supplements could help prevent or treat these conditions.