Here, we described the complex nervous system at five early developmental stages (blastula, gastrula, auricularia, doliolaria and pentactula) of a holothurian species with highly economic value, Apostichopus japonicus. The results revealed that the nervous system of embryos and larvae is mainly distributed in the anterior apical region, ciliary bands or rings, and the feeding and attachment organs, and that serotonergic immunoreactivity was not observed until the embryo developed into the late gastrula; these are evolutionarily conserved features of echinoderm, hemichordate and protostome larvae. Furthermore, based on available transcriptome data, we reported the neuropeptide precursors profile at different embryonic and larval developmental stages. This analysis showed that 40 neuropeptide precursors present in adult sea cucumbers were also identified at different developmental stages of embryos and larvae, and only four neuropeptide precursors (SWYG precursor 2, GYWKDLDNYVKAHKT precursor, Neuropeptide precursor 14-like precursor, GLRFAmprecursor-like precursor) predicted in adults were absent in embryos and larvae. Combining the quantitative expression of ten specific neuropeptide precursor genes (NPs) by qRT-PCR, we revealed the potential important roles of neuropeptides in embryo development, feeding and attachment in A. japonicus larvae. In conclusion, this work provides novel perspectives on the diverse physiological functions of neuropeptides and contributes to understanding the evolution of neuropeptidergic systems in echinoderm embryos and larvae.