We monitored two high mountain streams from the Sierra Nevada (Southern Spain) monthly throughout an annual cycle, measuring and analyzing physical and chemical parameters. Temperature was hourly registered. We studied life cycles and larval feeding of four mayfly species [Serratella ignita (Poda, 1761), Serratella spinosa nevadensis (AlbaTercedor, 1981), Alainites muticus (Linnaeus, 1758), and Baetis alpinus Pictet, 1843] and two stonefly species [Amphinemura triangularis (Ris, 1902) and Capnioneura mitis Despax, 1932]. Some species changed their strategies (growth rate, life cycle duration, and/or voltinism) in accordance with different conditions (depending on the altitude and temperature). The gut content data showed that species fed mainly on detritus (as collector-gatherers or as shredders), except B. alpinus that behaved as a scraper in one of the streams. Differences in the larval diet of the same species in different streams, and even through its life, support the idea of not using general models to extrapolate the function of a species from a higher taxonomical level.