Understanding how malnutrition contributes to depression is building momentum. In the present study we unravel molecular and cellular mechanisms by which nutritional disturbances lead to impaired emotional behaviour in mice. Here we report that nutritional n-3 polyunsaturated fatty acids (PUFA) deficiency induces a chronic stress state reflected by disrupted glucocorticoid receptor (GR)-mediated signalling pathway along with hypothalamic-pituitary-adrenal (HPA) axis hyperactivity. This hyperactivity in turn resulted in neuronal atrophy in the dorsolateral (dl)- and dorsomedial (dm)- prefrontal cortex (PFC) and subsequent mood-related behaviour alterations, similarly to chronic social defeat stress. Supplementation of n-3 PUFA prevented detrimental chronic social defeat stress-induced emotional and neuronal impairments by impeding HPA axis hyperactivity. These results indicate a role for dietary n-3 PUFA in the prevention of HPA axis dysfunction associated with the development of some neuropsychiatric disorders including depression.