Docosahexaenoic acid (DHA) is essential for health but easily oxidized. Yet the influence of DHA’s exact location (sn-1, sn-2, or sn-3) in triacylglycerols on oxidative stability is currently unknown. This is the first study comparing oxidative stability of DHA in regio- and enantiopure triacylglycerols with or without RRR-α-tocopherol. Headspace solid-phase micro-extraction with gas chromatography–mass spectrometry, liquid chromatography–mass spectrometry, and nuclear magnetic resonance spectroscopy were applied. DHA in sn-2 was the most stable with or without added RRR-α-tocopherol resulting in differences in hydroperoxide formation. Without antioxidant, stability of DHA in sn-1 and sn-3 was mainly similar, with slight tendency towards better stability in sn-3. With RRR-α-tocopherol higher stability in sn-1 compared to sn-3 was observed. This points to diastereomeric interactions between RRR-α-tocopherol and DHA in sn-1. These results are highly relevant for enzymatic restructuring processes of DHA-rich fish or microalgae oil concentrates aimed for food supplements or food fortification.