The feeding habits and prey selection of Gymnocypris firmispinatus in the Anning River were investigated with respect to fish size, season and sex. Gut contents of 305 individuals ranging in size from 57 to 193 mm total length were analyzed, and 16.0% of the guts were found to be empty. The vacuity index indicated that the feeding intensity of the fish roughly followed a seasonal trend, with minimum food intake in winter. However, statistically insignificant variation in the vacuity index was observed between size classes and sexes. Overall, 46 prey taxa belonging to five orders (Ephemeroptera, Plecoptera, Trichoptera, Coleoptera and Diptera) were identified in the guts of 141 fish. G. firmispinatus fed almost exclusively on aquatic insects, of which Baetis sp. and Simulium sp. were the predominant prey species, followed by Diamesa sp. and Glossosoma sp. G. firmispinatus is a generalist feeder that relies upon a wide trophic spectrum. The multivariate analysis revealed that fish size was the principal factor affecting diet. Small individuals fed primarily on small ephemeropteran larvae and dipteran larvae, whereas larger individuals preferably consumed bigger trichopteran larvae. In terms of its prey, G. firmispinatus showed strong positive selection for dipteran larvae and trichopteran larvae, and negative selection for ephemeropteran larvae, plecopteran larvae and coleopteran larvae in all seasons. This study provides evidence that the observed diet of G. firmispinatus can be explained by prey selection rather than random feeding.