Major gaps in knowledge on fish larval nutritional requirements still remain. Small larval size, and difficulties in acceptance of inert microdiets, makes progress slow and cumbersome. This lack of knowledge in fish larval nutritional requirements is one of the causes of high mortalities and quality problems commonly observed in marine larviculture. In recent years, several novel methodologies have contributed to significant progress in fish larval nutrition. Others are emerging and are likely to bring further insight into larval nutritional physiology and requirements. This paper reviews a range of new tools and some examples of their present use, as well as potential future applications in the study of fish larvae nutrition. Tube-feeding and incorporation into Artemia of (14)C-amino acids and lipids allowed studying Artemia intake, digestion and absorption and utilisation of these nutrients. Diet selection by fish larvae has been studied with diets containing different natural stable isotope signatures or diets where different rare metal oxides were added. Mechanistic modelling has been used as a tool to integrate existing knowledge and reveal gaps, and also to better understand results obtained in tracer studies. Population genomics may assist in assessing genotype effects on nutritional requirements, by using progeny testing in fish reared in the same tanks, and also in identifying QTLs for larval stages. Functional genomics and proteomics enable the study of gene and protein expression under various dietary conditions, and thereby identify the metabolic pathways which are affected by a given nutrient. Promising results were obtained using the metabolic programming concept in early life to facilitate utilisation of certain nutrients at later stages. All together, these methodologies have made decisive contributions, and are expected to do even more in the near future, to build a knowledge basis for development of optimised diets and feeding regimes for different species of larval fish.