The optimal time to wean fish larvae from live feed to artificial feed was explored in yellowtail kingfish Seriola lalandi (YTK). The same weaning regime started at five different days post hatching (DPH), namely 10 DPH (W10), 13 DPH (W13), 16 DPH (W16), 19 DPH (W19) and 22 DPH (W22). The activities of trypsin, lipase and alkaline phosphatase were detected in fish from 8 DPH throughout the experiment, but pepsin activity was first detected in fish on 15 DPH in the W10 and W13 treatments. The increase in pepsin activity was concomitant with the decrease in trypsin activity. Total fish lipids after weaning reduced by 40% in the W10 and W13 treatments, and increased by 20% in the W19 and W22. Fish survival rate in the W22 treatment was significantly higher than that in the W10 and W13 treatments. The results suggest that 16 DPH is the earliest day to wean and the best weaning window for YTK larvae should be 19–22 DPH. This study provides enzymatic evidence to guide the weaning process for YTK larvae, and offers a useful approach to explore optimal weaning time for fish larvae.