Background & aim: Clinical trials supplementing the long-chain polyunsaturated fatty acids (LCPUFAs) docosahexaenoic acid (DHA) and arachidonic acid (AA) to preterm infants have shown positive effects on inflammation-related morbidities, but the molecular mechanisms underlying these effects are not fully elucidated. This study aimed to determine associations between DHA, AA, and inflammation-related proteins during the neonatal period in extremely preterm infants. Methods: A retrospective exploratory study of infants (n = 183) born below 28 weeks gestation from the Mega Donna Mega trial, a randomized multicenter trial designed to study the effect of DHA and AA on retinopathy of prematurity. Serial serum samples were collected after birth until postnatal day 100 (median 7 samples per infant) and analyzed for phospholipid fatty acids and proteins using targeted proteomics covering 538 proteins. Associations over time between LCPUFAs and proteins were explored using mixed effect modeling with splines, including an interaction term for time, and adjusted for gestational age, sex, and center. Results: On postnatal day one, 55 proteins correlated with DHA levels and 10 proteins with AA levels. Five proteins were related to both fatty acids, all with a positive correlation. Over the first 100 days after birth, we identified 57 proteins to be associated with DHA and/or AA. Of these proteins, 41 (72%) related to inflammation. Thirty-eight proteins were associated with both fatty acids and the overall direction of association did not differ between DHA and AA, indicating that both LCPUFAs similarly contribute to up- and down-regulation of the preterm neonate inflammatory proteome. Primary examples of this were the inflammation-modulating cytokines IL-6 and CCL7, both being negatively related to levels of DHA and AA in the postnatal period. Conclusions: This study supports postnatal non-antagonistic and potentially synergistic effects of DHA and AA on the inflammation proteome in preterm infants, indicating that supplementation with both fatty acids may contribute to limiting the disease burden in this vulnerable population. Clinical registration number: ClinicalTrials.gov (NCT03201588).