There is evidence that both omega-3 polyunsaturated fatty acids (n-3 PUFAs) and choline can influence sports performance, but information establishing their combined effects when given in the form of krill oil during power training protocols is missing. The purpose of this study was therefore to characterize n-3 PUFA and choline profiles after a one-hour period of high-intensity physical workout after 12 weeks of supplementation. Thirty-five healthy power training athletes received either 2.5 g/day of Neptune krill oilTM (550 mg EPA/DHA and 150 mg choline) or olive oil (placebo) in a randomized double-blind design. After 12 weeks, only the krill oil group showed a significant HS-Omega-3 Index increase from 4.82 to 6.77% and a reduction in the ARA/EPA ratio (from 50.72 to 13.61%) (p < 0.001). The krill oil group showed significantly higher recovery of choline concentrations relative to the placebo group from the end of the first to the beginning of the second exercise test (p = 0.04) and an 8% decrease in total antioxidant capacity post-exercise versus 21% in the placebo group (p = 0.35). In conclusion, krill oil can be used as a nutritional strategy for increasing the HS-Omega-3 Index, recover choline concentrations and address oxidative stress after intense power trainings.