Why Would Walnuts Be So Good For You? In fact, it may be the types of oils in walnuts that make them special when it comes to cardiovascular health. Walnuts contain a lot of polyunsaturated fatty acids, which are healthier than saturated fats. In addition, walnuts have alpha-linolenic and linoleic acids, which may have anti-inflammatory effects that keep blood vessels healthy, in addition to having favorable effects on blood lipids.