Omega-3 polyunsaturated fatty acids (n-3 PUFA) are termed essential fatty acids because they cannot be synthesized de novo by humans due to the lack of delta-12 and delta-15 desaturase enzymes and must therefore be acquired from the diet. n-3 PUFA include α-linolenic acid (ALA, 18:3n-3), eicosapentaenoic (EPA, 20:5n-3), docosahexaenoic (DHA, 22:6n-3), and the less recognized docosapentaenoic acid (DPA, 22:5n-3). The three long-chain (≥C20) n-3 PUFA (n-3 LC-PUFA), EPA, DHA, and DPA play an important role in human health by reducing the risk of chronic diseases. Up to the present time, seafood, and in particular, fish oil-derived products, have been the richest sources of n-3 LC-PUFA. The human diet generally contains insufficient amounts of these essential FA due largely to the low consumption of seafood. This issue provides opportunities to enrich the content of n-3 PUFA in other common food groups. Milk and milk products have traditionally been a major component of human diets, but are also among some of the poorest sources of n-3 PUFA. Consideration of the high consumption of milk and its processed products worldwide and the human health benefits has led to a large number of studies targeting the enhancement of n-3 PUFA content in dairy products. The main objective of this review was to evaluate the major strategies that have been employed to enhance n-3 PUFA content in dairy products and to unravel potential knowledge gaps for further research on this topic. Nutritional manipulation to date has been the main approach for altering milk fatty acids (FA) in ruminants. However, the main challenge is ruminal biohydrogenation in which dietary PUFA are hydrogenated into monounsaturated FA and/or ultimately, saturated FA, due to rumen microbial activities. The inclusion of oil seed and vegetable oil in dairy animal diets significantly elevates ALA content, while the addition of rumen-protected marine-derived supplements is the most effective way to increase the concentration of EPA, DHA, and DPA in dairy products. In our view, the mechanisms of n-3 LC-PUFA biosynthesis pathway from ALA and the biohydrogenation of individual n-3 LC-PUFA in ruminants need to be better elucidated. Identified knowledge gaps regarding the activities of candidate genes regulating the concentrations of n-3 PUFA and the responses of ruminants to specific lipid supplementation regimes are also critical to a greater understanding of nutrition-genetics interactions driving lipid metabolism.