Key points Fish oil (FO), rich in omega‐3 polyunsaturated fatty acids, has beneficial effects on changes induced by obesity and partially prevents associated comorbidities. The effects of FO on adipocytes from different adipose tissue depots in high‐fat (HF) diet induced obese mice have not been uninvestigated. This is the first study to examine the effects of FO on changes in metabolism and adipokine production in adipocytes from s.c. (inguinal; ING) or visceral (retroperitoneal; RP) white adipose depots in a HF diet‐induced obese mice. Unlike most studies performed previously, FO supplementation was initiated 4 weeks before the induction of obesity. HF diet caused marked changes in ING (glucose uptake and secretion of adiponectin, tumour necrosis factor‐α and interleukin‐6 in ING) and RP (lipolysis, de novo lipogenesis and secretion of pro‐inflammatory cytokines) adipose depots. Previous and concomitant FO administration prevented the changes in ING and RP adipocytes induced by the HF diet. Abstract In the present study, we investigated the effect of fish oil (FO) on metabolism and adipokine production by adipocytes from s.c. (inguinal; ING) and visceral (retroperitoneal; RP) white adipose depots in high‐fat (HF) diet‐induced obese mice. Mice were divided into CO (control diet), CO+FO, HF and HF+FO groups. The HF group presented higher body weight, glucose intolerance, insulin resistance, higher plasma total and low‐density lipoprotein cholesterol levels, and greater weights of ING and RP adipose depots accompanied by hypertrophy of the adipocytes. FO exerted anti‐obesogenic effects associated with beneficial effects on dyslipidaemia and insulin resistance in mice fed a HF diet (HF+FO group). HF raised RP adipocyte lipolysis and the production of pro‐inflammatory cytokines and reduced de novo synthesis of fatty acids, whereas, in ING adipocytes, it decreased glucose uptake and adiponectin secretion but did not change lipolysis. Therefore, the adipose depots play different roles in HF diet‐induced insulin resistance according to their location in the body. Concerning cytokine secretion, adipocytes per se in addition to white adopise tissue infiltrated leukocytes have to be considered in the aetiology of the comorbidities associated with obesity. Evidence is presented showing that previous and concomitant administration of FO can prevent changes in metabolism and the secretion of hormones and cytokines in ING and RP adipocytes induced by HF.