Medium- and long-chain structured lipids (MLSLs) rich in docosahexaenoic acid (DHA) and eicosapentaenoic acid (EPA) were synthesized by acidolysis of fish oil (Omax 1812, a mixture of sardine and anchovy oils) with caprylic acid (CA) using a lipase bio-imprinted with fatty acids as a catalyst. A bio-imprinted lipase for the acidolysis reaction was first prepared under optimal conditions, and its activity was 1.43 times higher than that of the non-bioimprinted. The bio-imprinted lipase was used as a catalyst to produce such MLSLs, and the reaction conditions were optimized. Under the optimal conditions, equilibrium was achieved in 8 h, and the total and the sn-1, 3 CA contents in the obtained product were 28.72% and 42.26%. Additionally, the total and the sn-2 DHA contents were 14.23% and 21.10%, respectively, and the total and the sn-2 EPA contents were 16.43% and 10.14%, respectively. These obtained MLSLs, rich in sn-1, 3 CA, and sn-2 DHA, EPA can deliver significant health benefits.