I avoid getting my omega from fish because it contains mercury and other "forever chemicals". There are suppliers of high-purity DHA omega 3 and that's good enough for me.
You should eat sardines and other small fish. They eat plankton and krill and other tiny things and therefore do not bioaccumulate the nasty stuff like mercury and PCBs.
Supplements have risk of bioaccumulation just like animals much higher up the food chain - small fish and bottom of the food chain animals is often a very safe and sustainable bet.
https://www.webmd.com/diet/canned-sardines-good-for-you