Abstract The objective of the current experiment was to evaluate the effects of supplementation with different dietary fatty acid profiles on the dam during the first third of gestation and on the offspring during growth on the offspring’s cognitive behavior. Seventy-nine post-weaning lambs were blocked by body weight and sex using a 2×2 factorial arrangement of treatments. The first factor (maternal supplementation; MS) was supplementation to the ewes in the first third of gestation with 1.61% Ca salts of palm fatty acid distillate (PFAD) or Ca salts enriched with eicosapentaenoic (EPA) and docosahexaenoic acids (DHA) to early pregnant ewes. The second factor (offspring supplementation; OS) was to supplement the offspring during their growing phase with diets that contained 1.48% of PFAD or Ca salts of PFAD or EPA and DHA. Ewes were housed in groups, three ewes per pen and 12 pens per treatment, with different treatments until day 50 of gestation. From day 51 of gestation until weaning, all the animals (ewes and lambs) were housed in a common pen. After weaning, lambs were housed in group pens (5 pens per treatment, three to five per pen). The lambs ran maze tests on weeks five and seven after weaning to evaluate cognitive ability. The maze contained two trap zones and had the pen conspecific lambs at the end of the maze. The measurements were the times to solve the traps and the total time to complete the maze. Data were analyzed using a mixed procedure considering the 2×2 factorial arrangement of treatments. There was a MS × OS × time interaction for the time to complete the maze (P = 0.02). Lambs receiving a different type of fatty acid supplementation during gestation than post-weaning took less time to complete the maze on the second relative to the first day compared with the lambs fed the same type of fatty acids during gestation and growing. In conclusion, combining different fatty acids during different life stages may improve lambs' cognitive abilities.