Lack of information on the daily activity patterns of Litopenaeus vannamei (Boone 1931) might result in inadequate feed management strategies in shrimp farms. In order to provide information to improve feed management in shrimp farms, the daily activity of juvenile shrimp reared in glass aquaria was studied, using L. vannamei (7.57±1.01 g), equivalent to 33 shrimp m−2. Thirty‐two shrimp were observed, half in light and half in dark phase, over 280 h in 15 min h−1 windows. Feed was provided once a day, at 10% of tank biomass. Swimming, exploration of substrate, inactivity and cleaning were recorded through instantaneous focal sampling. During the dark phase, swimming was predominant and alternated with exploration. In the light phase, inactivity was predominant, and again alternated with exploration. Cleaning occurred evenly in both the light and the dark. Substrate exploration, which characterizes the search for food, occurred in both dark and light phases, with a most intense peak 7 h after light phase onset, indicating this as the optimal feed offer.