Walnuts are low in saturated fat and high in both polyunsaturated and mono-unsaturated fat. They are an excellent source of omega-3 and omega-6 fatty acids, particularly when bought in their shells and eaten while fresh. Walnuts are a good source of protein, vitamin B1, B6, folate and vitamin E. Research has found that eating regular amounts of walnuts or almonds reduces bad cholesterol (LDL) in the blood.