Clinical evidence suggests that a bidirectional relationship is present between sleep loss and psychiatric disorders. Both melatonin receptor agonist ramelteon (RMT) and n-3 polyunsaturated fatty acids (n-3 PUFAs) exhibit antidepressant effects, while their underlying molecular mechanisms might be different. Thus, the present study aims to investigate the add-on effects and possible mechanisms of how RMT and different n-3 PUFAs modulate the melatonin receptor pathway as well as brain lipidome to ameliorate the neuropsychiatric behaviors displayed in rats under chronic sleep deprivation. Thirty-one 6-week-old male Wistar rats were divided into five groups: control (C), sleep deprivation (S), sleep deprivation treated with RMT (SR), sleep deprivation treated with RMT and eicosapentaenoic acid (C20:5n-3, EPA) (SRE), and sleep deprivation treated with RMT and docosahexaenoic acid (C22:6n-3, DHA) (SRD) groups. The results reveal that RMT plus EPA alleviated depressive-like behavior when the rats were subjected to the forced swimming test, whereas RMT plus DHA alleviated anxiety-like behavior when the rats were subjected to the elevated plus maze test. The results of a western blot analysis further revealed that compared with the rats in the S group, those in the SRE and SRD groups exhibited a significantly increased expression of MT2 in the prefrontal cortex, with greater benefits observed in the SRE group. In addition, decreased BDNF and TrkB expression levels were upregulated only in the SRE group. Lipidomic analysis further revealed possible involvement of aberrant lipid metabolism and neuropsychiatric behaviors. RMT plus EPA demonstrated promise as having the effects of reversing the levels of the potential biomarkers of depressive-like behaviors. RMT plus EPA or DHA could ameliorate depressive- and anxiety-like behaviors in sleep-deprived rats through the alteration of the lipidome and MT2 receptor pathway in the brain, whereas EPA and DHA exerted a differential effect.