Bivalve mollusks represent a nutritious source with a low environmental impact; as a result, they are one of the most attractive aquaculture options. Advances in microencapsulation technology offer great potential to face key bivalve nutrition problems, and an alga-based microencapsulated diet can turn enriched bivalves into potential functional foods. The central goal of this study was the evaluation of food intake as a function of particle size and microalga content following the supply of four microencapsulated diets, incorporating as core material Nannochloropsis sp. or Tetraselmis sp. in 20 or 40 µm diameter pellets (diets N20, T20, N40, and T40, respectively) in five bivalve species (Magallana gigas, Solen marginatus, Ruditapes decussatus, Ruditapes philippinarum, and Cerastoderma edule). Overall, all tested diets were easily ingested, although food intake was higher for N20 (except for the S. marginatus, which showed a higher rate for the diet T40). Concerning a size-related analysis, C. edule and S. marginatus favored, respectively, smaller and bigger pellet-sized diets, with no signs of selectivity for microalga species. The diet T20 was the lesser ingested, except for C. edule. This knowledge enables a better selection of feed with appropriate and species-adjusted profiles, contributing to the optimization of microencapsulated diets for bivalve rearing and a better final product.