The bullet tuna Auxis rochei, Risso 1810, is a small tuna widely distributed in tropical and temperate Seas. The present study reports on the first attempt to jointly monitor diet and food selection in larvae of this species and to assess the influence of the ontogenetic development of feeding-related organs on the diet. A. rochei larvae from 2 to 7 mm long are diurnal feeders and highly active predators, with high values of feeding incidence, gut fullness and number of ingested prey items. The rate of change in prey item size in relation to larval size was higher than in other species. Only small, non-motile prey items are eaten at the onset of feeding. Rapid mouth development and the early appearance of teeth allow larvae from 3 to 5 mm long to ingest a wide range of prey. However, niche breadth decreases at 5 mm, when larvae avoid small prey items in favour of larger ones with a higher carbon content. Chesson's selectivity index indicated that small larvae (from 2 to 3 mm long) selected a variety of small prey items, mainly copepod nauplii. Larvae measuring 3 to 5 mm selectively ate cladocerans and appendicularians, and larvae with lengths ≥5 mm preferred appendicularians and fish larvae. Precocious body development (mouth, teeth, and onset of stomach and caudal fin development) and improved visual acuity (larger lens diameter and angular cone density) are factors that contribute to the feeding success of larvae of this species.