Modern aquaculture must be sustainable in terms of energy consumption, raw materials used, and environmental impact, so alternatives are needed to replace fish feed with other raw materials. Enzyme use in the agri-food industry is based on their efficiency, safety, and protection of the environment, which aligns with the requirements of a resource-saving production system. Enzyme supplementation in fish feed can improve digestibility and absorption of both plant- and animal-derived ingredients, increasing the growth parameters of aquacultural animals. Herein we summarized the recent literature that reported the use of digestive enzymes (amylases, lipases, proteases, cellulases, and hemicellulases) and non-digestive enzymes (phytases, glucose oxidase, and lysozyme) in fish feed. In addition, we analyzed how critical steps of the pelleting process, including microencapsulation and immobilization, can interfere with enzyme activity in the final fish feed product.