Marine copepods are central to the productivity and biogeochemistry of marine ecosystems. Nevertheless, the direct and indirect effects of climate change on their metabolic functioning remain poorly understood. Here, we use metabolomics, the unbiased study of multiple low molecular weight organic metabolites, to examine how the physiology of Calanus spp. is affected by end-of-century global warming and ocean acidification scenarios. We report that the physiological stresses associated with incubation without food over a 5-day period greatly exceed those caused directly by seawater temperature or pH perturbations. This highlights the need to contextualise the results of climate change experiments by comparison to other, naturally occurring stressors such as food deprivation, which is being exacerbated by global warming. Protein and lipid metabolism were up-regulated in the food-deprived animals, with a novel class of taurine-containing lipids and the essential polyunsaturated fatty acids (PUFAs), eicosapentaenoic acid and docosahexaenoic acid, changing significantly over the duration of our experiment. Copepods derive these PUFAs by ingesting diatoms and flagellated microplankton respectively. Climate-driven changes in the productivity, phenology and composition of microplankton communities, and hence the availability of these fatty acids, therefore have the potential to influence the ability of copepods to survive starvation and other environmental stressors.