In order to assess the digestive physiological capacity of the American shad Alosa sapidissima and to establish feeding protocols that match larval nutritional requirements, we investigated the ontogenesis of digestive enzymes (trypsin, amylase, lipase, pepsin, alkaline phosphatase, and leucine aminopeptidase) in larvae, from hatching to 45 days after hatching (DAH). We found that all of the target enzymes were present at hatching, except pepsin, which indicated an initial ability to digest nutrients and precocious digestive system development. Trypsin rapidly increased to a maximum at 14 DAH. Amylase sharply increased until 10 DAH and exhibited a second increase at 33 DAH, which coincided with the introduction of microdiet at 30 DAH, thereby suggesting that the increase was associated with the microdiet carbohydrate content. Lipase increased until 14 DAH, decreased until 27 DAH, and then increased until 45 DAH. Pepsin was first detected at 27 DAH and then sharply increased until 45 DAH, which suggested the formation of a functional stomach. Both alkaline phosphatase and leucine aminopeptidase markedly increased until 18 DAH, which indicated intestinal maturation. According to our results, we conclude that American shad larvae possess the functional digestive system before mouth opening, and the significant increases in lipase, amylase, pepsin, and intestinal enzyme activities between 27 and 33 DAH suggest that larvae can be successfully weaned onto microdiets around this age.