Objective: Low omega (n)-3 polyunsaturated fatty acid (PUFA) levels have been found in patients with various major psychiatric disorders. This study aims to identify whether psychological vulnerabilities (personality and cognitive reactivity) underlying these psychiatric conditions are also associated with n-3 PUFA blood levels. Methods: Data was used from 2912 subjects (mean age 41.9 years, 66.4% female) from the Netherlands Study of Depression and Anxiety (NESDA). Five personality dimensions (NEO Five Factor Inventory) and cognitive reactivity measures (Leiden Index of Depression Sensitivity-Revised and Anxiety Sensitivity Index) were assessed. Plasma n-3 PUFA and docosahexaenoic acid (DHA) levels (as ratios against total fatty acids; mmol%) were assessed using a nuclear magnetic resonance platform. Results: Low n-3 PUFA and DHA levels were associated with high neuroticism (Standardized beta (Beta) = −0.045, 95% Confidence Interval (CI) = −0.079 to −0.010, p = 0.011; Beta = −0.058, 95%CI = −0.093 to −0.022, p = 0.001), low extraversion (Beta = 0.065, 95%CI = 0.031 to 0.099, p < 0.001; Beta = 0.074, 95%CI = 0.039 to 0.109, p < 0.001) and low conscientiousness (Beta = 0.060, 95%CI = 0.027 to 0.093, p < 0.001; Beta = 0.074, 95%CI = 0.039 to 0.108, p < 0.001). Low n-3 PUFA and DHA levels were related to high hopelessness/suicidality (Beta = −0.059, 95%CI = −0.096 to −0.023, p = 0.001; Beta = −0.078, 95%CI = −0.116 to −0.041, p < 0.001), but not with other cognitive reactivity measures. Directions of associations were generally consistent in subjects with and without a current depressive disorder. Conclusion: Low n-3 PUFA and DHA levels are associated with personality (high neuroticism, low extraversion and low conscientiousness) and cognitive reactivity (high hopelessness/suicidality). Effect sizes were rather small, but in line with previous research on personality and chronic diseases. Future research should examine which lifestyle and/or biological pathways underlie these associations.