Considering the well-known problems arising from the use of rotifers and Artemia as live prey in larval rearing in terms of fatty acid deficiencies, the aim of this study was to evaluate a partial or complete replacement of traditional live prey with preserved copepods during the larviculture of gilthead sea bream (Sparus aurata). Sea bream larvae were randomly divided into 4 experimental groups in triplicates: group A larvae (control) fed rotifers followed by Artemia nauplii; group B fed a combined diet (50%) of rotifers–Artemia and preserved copepods; group C fed rotifers followed by preserved copepods; and group D fed preserved copepods solely. Survival and biometric data were analysed together with major molecular biomarkers involved in growth, lipid metabolism and appetite. Moreover, fatty acid content of prey and larvae was also analysed. At the end of 40 days treatment, a stress test, on the remaining larvae, was performed to evaluate the effects of different diets on stress response. Data obtained evidenced a positive effect of cofeeding preserved copepods during sea bream larviculture. Higher survival and growth were achieved in group B (fed combined diet) larvae respect to control. In addition, preserved copepods cofeeding was able to positively modulate genes involved in fish growth, lipid metabolism, stress response and appetite regulation.