This study was set up to examine the selection and absorption of macronutrients (lipid, protein and carbohydrate) of juveniles of the Australasian sea cucumber Australostichopus mollis, feeding on an effective natural feed (mussel waste) at different temperatures. Our results indicate that the juveniles select and absorb lipid more efficiently than carbohydrate and protein at all temperatures. However, the overall magnitude of absorption of carbohydrate and protein make them the main source of nutritional energy for juvenile sea cucumbers. Seawater temperature affects the feeding behaviour of the juveniles, reducing the selection efficiency of macronutrients, while increasing metabolic energy demand, resulting in less energy available for growth. These results show the importance of each macronutrient in the diet of A. mollis as a source of energy for growth, which opens up the possibility to replace more expensive nutrient sources, such as protein and lipid, with less costly carbohydrate to reduce costs of diet formulation.