Birds have been observed to have dietary preferences for unsaturated fatty acids during migration. Polyunsaturated fatty acids (PUFAs) may increase the exercise performance of migrant birds; however, PUFAs are also peroxidation prone and might therefore incur increased costs in terms of enhanced oxidative damage in migratory individuals. To shed light on this potential constraint, we analysed plasma fatty acid (FA) composition and estimated the unsaturation index as a proxy for susceptibility to lipid peroxidation of migrants and residents of the partially migratory common blackbird (Turdus merula) at a stop-over site during autumn migration. As predicted, migrant birds had higher relative and absolute levels of PUFAs compared to resident birds. This included the strictly dietary ω-3 PUFA α-linolenic acid, suggesting a dietary and/or storage preference for these FAs in migrants. Interestingly, the FA unsaturation index did not differ between migrants and residents. These findings suggest a mechanism where birds alter their levels of metabolic substrate without simultaneously increasing the susceptibility of the substrate to lipid peroxidation. In summary, our results are in line with the hypothesis that increased exercise performance during migration might be constrained by oxidative stress, which is manifested in changes in the composition of key FAs to retain the unsaturation index constant despite the increased levels of peroxidizable PUFAs.