Self-regulation, the regulation of behaviour in early childhood, impacts children’s success at school and is a predictor of health, wealth, and criminal outcomes in adulthood. Self-regulation may be optimised by dietary supplementation of omega-3 long-chain polyunsaturated fatty acids (n-3 LCPUFAs). The aim of the “Omega Kid” study is to investigate the feasibility of a protocol to investigate whether n-3 LCPUFA supplementation enhances self-regulation in preschool-aged children. The protocol assessed involved a double-blind, randomised, placebo-controlled trial of 12 weeks duration, with an intervention of 1.6 g of eicosapentaenoic acid (EPA) and docosahexaenoic acid (DHA) per day (0.3 g EPA and 1.3 g DHA) in a microencapsulated powder compared to placebo. Children (n = 78; 40 boys and 38 girls) aged 3–5 years old were recruited and randomly allocated to the treatment (n = 39) or placebo group (n = 39). The HS–Omega-3 Index® served as a manipulation check on the delivery of either active (n-3 LCPUFAs) or placebo powders. Fifty-eight children (76%) completed the intervention (28–30 per group). Compliance to the study protocol was high, with 92% of children providing a finger-prick blood sample at baseline and high reported-adherence to the study intervention (88%). Results indicate that the protocol is feasible and may be employed in an adequately powered clinical trial to test the hypothesis that n-3 LCPUFA supplementation will improve the self-regulation of preschool-aged children.