Considering the limited knowledge regarding the effects of n-3 and n-6 PUFAs on the inflammatory response during physical activity, we aimed to evaluate the level of pro- and anti-inflammatory cytokines in young soccer players before and after a maximal physical load test at the beginning and end of a two-month training process. The study included 75 young footballers from Football School “Kragujevac,” who were followed during the two-month training programme. The subjects were divided into the following groups: 1) control group (consumed a standard diet); 2) group that consumed fish oil (2500 mg of n-3 PUFAs per day); 3) group that consumed nutritional sunflower oil (2500 mg of n-6 PUFAs daily). The maximal progressive exercise test was performed using a treadmill belt. Venous blood samples were drawn 4 times for the determination of cytokine levels (IL-6 and TNF-α): before and after the exercise load test before the two-month training programme (initial measurement) and immediately before and after the exercise load test after the two-month training programme (control measurement). Supplementation with fish oil (n-3) has been associated with reduced levels of IL-6 compared with the initial values. After an acute bout of exercise, n-3 PUFAs did not show a significant effect on inflammatory marker dynamics, whereas n-6 PUFAs slightly stimulated the production of TNF-α.