Weaning is a stressor that can negatively impact pig performance. Similarly, maternal stress, such as bacterial infection, may alter programming of the fetal hypothalamic-pituitary-adrenal axis and the immune system, ultimately affecting offspring performance and predisposing them to disease later in life. Omega-3 polyunsaturated fatty acid (n-3 PUFA) supplementation of nursery pigs or sows may reduce stress and promote nursery pig health and growth. Fish oil (FO) is considered a major source of n-3 PUFA; however, microalgae (AL) may provide an alternative source of n-3 PUFA. The objectives of this thesis were to investigate the effects of AL and FO supplementation in nursery pig and sow diets on nursery pig growth, stress and immune responses. In our first study, piglets were fed low-quality protein diets supplemented with AL, FO, or a corn oil (CO) control. In our second study, sows were fed diets supplemented with AL, FO, or CO in late gestation, and were immune challenged with lipopolysaccharide (LPS) on gestation day 112 to simulate a bacterial infection; their offspring were then placed on high- or low-quality protein diets at weaning. In both trials, the piglet stress response was assessed using an LPS immune challenge, and fever, cortisol and cytokine responses were measured to assess the acute-phase response. The piglet acquired immune response was also assessed using a dermal hypersensitivity challenge with novel protein antigens ovalbumin (OVA) and Candida Albicans (CAA), as well as by measuring OVA- and CAA-specific antibody responses. Results from the first trial showed that neither AL, nor FO supplementation affected offspring growth, however, both supplements reduced the fever response following LPS challenge. The AL treatment also resulted in increased cytokine concentrations. Results from the second trial showed that concentrations of cytokines were not affected by maternal diet and LPS immune challenge, but were decreased in pigs fed a low-quality protein diet. Despite the lack of maternal effects on the serum cytokine response, changes in male offspring adrenal transcriptome suggest that maternal treatments can influence lipid metabolism, steroidogenesis and immune response in the offspring. In both trials, the acquired immune response was not affected by the experimental treatments.