Many neurodegenerative diseases are associated, at least in part, to an inflammatory process in which microglia plays a major role. The effect of the triglyceride form of the omega-3 polyunsaturated fatty acid docosahexaenoic acid (TG-DHA) was assayed in vitro and in vivo to assess the protective and anti-inflammatory activity of this compound. In the in vitro study, BV-2 microglia cells were previously treated with TG-DHA and then activated with Lipopolysaccharide (LPS) and Interferon-gamma (IFN-γ). TG-DHA treatment protected BV-2 microglia cells from oxidative stress toxicity attenuating NO production and suppressing the induction of inflammatory cytokines. When compared with DHA in the ethyl-ester form, a significant difference in the ability to inhibit NO production in favor of TG-DHA was observed. TG-DHA inhibited significantly splenocyte proliferation but isolated CD4+ lymphocyte proliferation was unaffected. In a mice model of autoimmune encephalomyelitis (EAE), 250 mg/kg/day oral TG-DHA treatment was associated with a significant amelioration of the course and severity of the disease as compared to untreated animals. TG-DHA-treated EAE mice showed a better weight profile, which is a symptom related to a better course of encephalomyelitis. TG-DHA may be a promising therapeutic agent in neuroinflammatory processes and merit to be more extensively studied in human neurodegenerative disorders.