Nurr1/NR4A2 is an orphan nuclear receptor, and currently there are no known natural ligands that bind Nurr1. A recent metabolomics study identified unsaturated fatty acids, including arachidonic acid and docosahexaenoic acid (DHA), that interact with the ligand-binding domain (LBD) of a related orphan receptor, Nur77/NR4A1. However, the binding location and whether these ligands bind other NR4A receptors were not defined. Here, we show that unsaturated fatty acids also interact with the Nurr1 LBD, and solution NMR spectroscopy reveals the binding epitope of DHA at its putative ligand-binding pocket. Biochemical assays reveal that DHA-bound Nurr1 interacts with high affinity with a peptide derived from PIASγ, a protein that interacts with Nurr1 in cellular extracts, and DHA also affects cellular Nurr1 transactivation. This work is the first structural report of a natural ligand binding to a canonical NR4A ligand-binding pocket and indicates a natural ligand can bind and affect Nurr1 function.