Triplicate groups of European sea bass (Dicentrarchus labrax L.), of initial weight 90 g, were fed four practical-type diets in which the added oil was 1000 g kg−1 fish oil (FO) (control diet), 600 g kg−1 rapeseed oil (RO) and 400 g kg−1 FO, 600 g kg−1 linseed oil (LO) and 400 g kg−1 FO, and 600 g kg−1 olive oil (OO) and 400 g kg−1 FO for 34 weeks. After sampling, the remaining fish were switched to the 1000 g kg−1 FO diet for a further 14 weeks. Fatty acid composition of flesh total lipid was influenced by dietary fatty acid input but specific fatty acids were selectively retained or utilized. There was selective deposition and retention of docosahexaenoic acid (DHA; 22:6n-3). Eicosapentaenoic acid (EPA; 20:5n-3) and DHA were significantly reduced and linolenic (LNA; 18:3n-3), linoleic (LA; 18:2n-6) and oleic (OA; 18:1n-9) acids significantly increased in flesh lipids following the inclusion of 600 g kg−1 RO, LO and OO in the diets. No significant differences were found among different treatments on plasma concentrations of prostaglandin E2 and prostaglandin F2α. Evaluation of non-specific immune function, showed that the number of circulating leucocytes was significantly affected (P < 0.001), as was macrophage respiratory burst activity (P < 0.006) in fish fed vegetable oil diets. Accumulation of large amounts of lipid droplets were observed within the hepatocytes in relation to decreased levels of dietary n-3 HUFA, although no signs of cellular necrosis was evident. After feeding a FO finishing diet for 14 weeks, DHA and total n-3 HUFA levels were restored to values in control fish although EPA remained 18% higher in control than in the other treatments. This study suggests that vegetable oils such as RO, LO and OO can potentially be used as partial substitutes for dietary FO in European sea bass culture, during the grow out phase, without compromising growth rates but may alter some immune parameters.