Due to worldwide elderly population growth and lifespan extension, the number of patients with dementia, most often caused by Alzheimer’s disease, will probably increase exponentially and will be a challenge for European societies. Early diagnosis of cognitive impairment in preclinical phase (mild cognitive impairment) provides opportunity to slow the progression of Alzheimer’s disease and delay dementia onset by taking appriopriate action such as: cognitive training, physical activity and dietary interventions. Since the inflammation hypothesis of the Alzheimer’s disease gained considerable significance, there is a pressing demand in finding dietary factors which can modulate inflammation, prevent or delay the onset, and slow down the progression of the disease. A recently published data reveal that omega-3 long-chain polyunsaturated fatty acids (eicosapentaenoic and docosahexaenoic acids) show multi-directional anti-inflammatory actions by producing anti-inflammatory cytokines and specialised pro-resolving mediators or decreasing pro-inflammatory eicosanoids. Current evidence clearly shows that synergistic action of combined dietary intervention provides stronger benefits than any single component considered separately. Especially the combination of omega-3 with vitamin B complex, vitamin D₃, resveratrol and curcumin could be helpful. In this paper, we review the impact, mechanisms, and evidence for the effect of single and combined supplementation on inflammatory processes in Alzheimer’s disease and mild cognitive impairment. Since there is still no cure for dementia, and the available treatment strategies bring only symptomatic benefits, the anti-inflammatory dietary interventions should be considered as a crucial factor in Alzheimer’s disease treatment.