The aim of this study was to evaluate the effects of docosahexaenoic acid (DHA), using as source the Schizochytrium sp. algae meal, rich in docosahexaenoic acid (DHA), in diets of sows over the initial and final thirds of gestation, and lactation on body condition score, number of piglets born alive, stillborn, and total, average body weight (BW), daily weight gain (DWG), mortality, body weight coefficient of variation (BWCV), feed conversion (FC), chemical composition of colostrum and milk, proteins of colostrum and blood of sows, feed consumption, weaning-to-heat interval (WHI), and economical analysis. Fifty-one sows were assignet to experiment I (0 to 38 days of gestation), 45 sows were assigned to experiment II (85 to 114 days of gestation), and 45 sows were allocated to experiment III (22 d in lactation). In all experiments, animals received the following experimental diets: Control, control diet (with no algae meal); 2000, control diet supplemented with 15 g of Schizochytrium sp. algae meal (2333 mg DHA/d per sow); and 4000, control diet supplemented with 30 g of algae meal (4666 mg DHA/d per sow). Animals were sorted to the three treatments in a complete randomized block design. As the level of DHA in diets of sows increased, it was observed a linear effect (P < 0.05) for the following parameters: Experiment I – algae meal increased the ADG of piglets, and reduced the FC and mortality of piglets; in Experiment II – algae meal increased colostrum DHA concentration, and improved body condition of sows at weaning in relation to sows with 85 days of gestation; and in Experiment III – algae meal increased BW at weaning, ADG of piglets and milk DHA concentration, and decreased the litter BWCV. In all experiments, 4000 diet increased the feed costs per sow and kg of weight gain of piglets and revenues. Based on performance results, the price paid per kg of weaned piglet, and the cost of Schizochytrium sp. algae meal (source of DHA) from these experiment, there is justification for the use of the studied product in diets of pregnant and lactating sows.