The overall aim of this randomized controlled trial was to investigate the effect of a long-term fatty fish intervention during winter time on psychophysiological responses, that is, heart rate variability (HRV), to mental workload. Forty-seven forensic inpatients were randomly assigned into a fish group (FG) or a control group (CG). HRV responses to an experimental test procedure consisting of a resting baseline, mental workload, and a resting recovery were measured pre- and post-intervention. The results revealed that the FG showed attenuated physiological responses to mental workload from pretest to posttest by a significant increase in HRV. Additionally, the FG showed a higher HRV during recovery compared to the baseline and test conditions at both pretest and posttest. The CG showed no changes in psychophysiological responses from pretest to posttest to mental workload. Importantly, the CG showed impaired recovery at posttest, indicating a sustained physiological arousal after the stressor (mental workload) ended. Thus, the results indicate that increased fatty fish intake has the potential to increase resilience to mild cognitive stress in human beings with psychiatric illnesses.