Docosahexaenoic acid (DHA) is an omega-3 (ω-3) long-chain polyunsaturated fatty acid (LCPUFA) relevant for brain function. It has largely been explored as a potential candidate to treat Alzheimer’s disease (AD). Clinical evidence favors a role for DHA in the improvement of cognition in very early stages of the AD. In response to stress or damage, DHA generates oxygenated derivatives called docosanoids that can activate the peroxisome proliferator-activated receptor γ (PPARγ). In conjunction with activated retinoid X receptors (RXR), PPARγ modulates inflammation, cell survival, and lipid metabolism. As an early event in AD, inflammation is associated with an excess of amyloid β peptide (Aβ) that contributes to neural insult. Glial cells are recognized to be actively involved during AD, and their dysfunction is associated with the early appearance of this pathology. These cells give support to neurons, remove amyloid β peptides from the brain, and modulate inflammation. Since DHA can modulate glial cell activity, the present work reviews the evidence about this modulation as well as the effect of docosanoids on neuroinflammation and in some AD models. The evidence supports PPARγ as a preferred target for gene modulation. The effective use of DHA and/or its derivatives in a subgroup of people at risk of developing AD is discussed.