In this study, we present results on fatty acid analysis of phytoplankton of Lake Baikal, the world’s deepest lake, which differs from other lakes by its oceanic features. Since we used a large-mesh net, the net sample phytoplankton were primarily represented by the large elongated diatom Synedra acus. subsp. radians (Kützing) Skabichevskij. The similar algae composition of net samples of spring season phytoplankton collected at different sites of the lake allows us to compare results of the fatty acid analysis of these samples. The phytoplankton diversity of the sedimentation samples was contrary represented by 32 algae species. There are clear changes in the fatty acid composition of net phytoplankton exposed to anthropogenic impacts of varying intensity. The content of polyunsaturated fatty acids in phytoplankton collected from central stations (pelagic stations at a distance of ~10–30 km from the shoreline) without anthropogenic impact was higher by up to 15% than phytoplankton collected from nearshore stations (littoral stations at a distance of ~0.01–0.05 km from the shoreline) and offshore stations (pelagic stations at a distance of ~3 km from the shoreline). The interlaboratory precision of fatty acid determination of phytoplankton is estimated as ≤10%. We found high content of the lipid peroxidation marker (80–340 μg g−1 of dry weight) in phytoplankton from nearshore and offshore stations with intensive anthropogenic impact. In phytoplankton from central stations, we did not find any lipid peroxidation. Determination of unsaturated fatty acids, coupled with analysis of fatty acid peroxidation products, can be used to evaluate the level of anthropogenic impact in terms of ecological health and biodiversity conservation.