EPA is a long-chain omega-3 fatty acid commonly found in fish oil and may help with depressive symptoms. Most regular fish oil products contain a mixture of EPA and DHA (docosahexaenoic acid), which is another long-chain omega-3 fatty acid. Most studies show an antidepressant effect of EPA but not of DHA and that consuming both (as in regular fish oil) probably doesn't improve depression. For this reason, I recommend to some of my patients to consider supplementing with an EPA-only product (or one that contains very low levels of DHA). The usual dose is 1 gram per day.
Here are some studies which show a benefit of EPA in depression:
Here are some products on Amazon which contain a high level of EPA and low level of DHA. I am not affiliated with any of these products:
https://www.amazon.com/OmegaVia-High-Purity-EPA-Only-Triglyceride-Certified/dp/B00D37S0HC?pldnSite=1
https://www.amazon.com/Essentials-Omega-3-Concentrate-Small-softgels/dp/B06XDC28QW?pldnSite=1
https://www.amazon.com/Country-Life-Omega-Concentrate-Softgels/dp/B001LCQYMY?pldnSite=1
https://www.amazon.com/Nordic-Naturals-Promotes-Optimal-Function/dp/B002CQU4Z6?pldnSite=1