Preliminary evidence indicates beneficial effects of omega-3 polyunsaturated fatty acids (PUFAs) in early psychosis. The present study investigates the molecular mechanism of omega-3 PUFA-associated therapeutic effects in clinical high-risk (CHR) participants. Plasma samples of 126 CHR psychosis participants at baseline and 6-months follow-up were included. Plasma protein levels were quantified using mass spectrometry and erythrocyte omega-3 PUFA levels were quantified using gas chromatography. We examined the relationship between change in polyunsaturated PUFAs (between baseline and 6-month follow-up) and follow-up plasma proteins. Using mediation analysis, we investigated whether plasma proteins mediated the relationship between change in omega-3 PUFAs and clinical outcomes. A 6-months change in omega-3 PUFAs was associated with 24 plasma proteins at follow-up. Pathway analysis revealed the complement and coagulation pathway as the main biological pathway to be associated with change in omega-3 PUFAs. Moreover, complement and coagulation pathway proteins significantly mediated the relationship between change in omega-3 PUFAs and clinical outcome at follow-up. The inflammatory protein complement C5 and protein S100A9 negatively mediated the relationship between change in omega-3 PUFAs and positive symptom severity, while C5 positively mediated the relationship between change in omega-3 and functional outcome. The relationship between change in omega-3 PUFAs and cognition was positively mediated through coagulation factor V and complement protein C1QB. Our findings provide evidence for a longitudinal association of omega-3 PUFAs with complement and coagulation protein changes in the blood. Further, the results suggest that an increase in omega-3 PUFAs decreases symptom severity and improves cognition in the CHR state through modulating effects of complement and coagulation proteins.