Colorectal cancer is one of the major concerns in both developed and developing societies. Because of the serious side effects of the current treatments, novel therapy agents have been developed that target immune checkpoint and immunomodulatory molecules in the tumor environment. Therefore, this study investigates the effect of docosahexaenoic acid (DHA) fatty acid on the expression of immune checkpoint molecule, PD-L1, and immunomodulatory molecules, CD47 and CD39, and their controlling miRNAs in the colorectal cancer cell lines. Human colorectal cell lines HT-29 and Caco-2 were treated with 100 μM DHA and 50 μM LA for 24 h under the normoxic and hypoxic conditions. Total RNA was extracted and the qRT-PCR was performed to analyze the expression of the studied genes and miRNAs. The western blotting technique was also used for validation. The qRT-PCR results showed that DHA treatment decreased the expression of the PD-L1, CD47, and CD39 genes, but decreases these genes controlling miRNAs, mir-424, mir-133a, and mir-142, respectively. Western blotting analysis demonstrated that PD-L1 protein expression decreased after DHA treatment. LA administration had no inhibitory effect on the studied genes. This study showed that DHA may have anti-cancer properties by downregulation of proteins involved in the immune evasion of colorectal tumors. DHA could be used as a potential immune checkpoint inhibitor for the treatment of colorectal cancers.