Since the nutritional value of farm-raised fish fillets is directly related to the diet provided, we supplemented the diet of Tilapia (Oreochromis niloticus) with a blend of chia (Salvia hispanica L.) oil, tung (Aleurites fordii) oil, and conjugated linoleic acid (CLA) to evaluate the effects on the fatty acid composition. Vitamin E was also added to the diet to improve the antioxidant capacity of tilapia fillets. We observed an increase in α-linolenic acid content (from 6.56 to 19.03 mg g−1 of total lipids), as well as the incorporation of CLA and conjugated linolenic acid (CLnA) isomers in the fillets. The addition of vitamin E resulted in the antioxidant capacity improvement of the fillets and higher values were found after 15 feeding days (39.25 µmol TE g−1 in the Ferric Reducing Ability Power assay). Supplementation proved to be an excellent tool to improve the nutritional value of fish fillets.