Thraustochytrids are marine protists found throughout the world in estuarine and marine habitats. These microorganisms have attracted interest, because their lipids contain different long chain polyunsaturated fatty acids (PUFAs). Those able to produce docosahexaenoic acid (C22:6 n-3, DHA) are the most studied because of the physiological importance of this PUFA in human beings. Their heterotrophic cultivation offers several challenges since biomass, lipid content, and fatty acid profile are dependent on growth conditions. In this work the effects of C source and its concentration on DHA production by different thraustochytrid strains are reviewed. Results obtained by different investigators on the use of alternative and low cost nutrient sources for production of DHA by thraustochytrids are also presented.