This retrospective study investigated whether eicosapentaenoic acid (EPA) reduces paclitaxel-associated chemotherapy-induced peripheral neuropathy (CIPN) and acute neuropathic pain in dyslipidemic cancer patients. The medical records of cancer patients treated with paclitaxel or nab-paclitaxel at Okayama University Hospital between January 2018 and December 2022 were reviewed. Patients receiving concomitant therapy for dyslipidemia were categorized as EPA users or non-EPA users. Numbness and pain severity were extracted from medical records. The primary endpoint was the change from baseline in Common Terminology Criteria for Adverse Events (CTCAE) grade for peripheral neuropathy and pain; groups were analyzed using the Mann–Whitney U test. Of 184 eligible patients, 18 received EPA. Bleeding events were more frequent in the EPA group; however, changes in numbness and pain did not differ significantly between groups at any time point. Overall, EPA did not show a preventive effect on paclitaxel-associated CIPN or acute neuropathic pain. Future studies should evaluate EPA in combination with other neuroprotective agents to better define its potential role in CIPN prevention.