This review discusses the current technological approaches successfully used to fortify yogurts with polyunsaturated fatty acids (PUFA). The PUFA sources, inclusion strategies, effects of the fortification process on the yogurt’s properties, as well as the health benefits of the PUFA-fortified yogurts are systematically presented. The main PUFA sources explored have been fish, algal, and flaxseed oils, and walnut. Oils, seeds, nuts, vegetable flours, oil-in-water emulsions, and encapsulated emulsions may be added to obtain fortified yogurts. The effects of PUFA fortification depends on the technological approach used. Diet supplementation with PUFA-fortified yogurts reveals cardio-protective effects and cardiovascular disease risk reduction.