Two groups of juvenile gilthead sea bream were kept on two different swimming regimes (Exercise, E: 1.5 body length s(-1) or Control, C: voluntary activity) for 1 month. All fish were first adapted to an experimental diet low in protein and rich in digestible carbohydrates (37.2% protein, 40.4% carbohydrates, 12.5% lipid). The cellularity and capillarisation of white muscle from two selected areas (cranial (Cr), below the dorsal fin, and caudal (Ca), behind the anal fin) were compared. The body weight and specific growth rate (SGR) of group E rose significantly without an increment in feed intake, pointing to higher nutrient-use efficiency. The white muscle fibre cross-sectional area and the perimeter of cranial samples increased after sustained activity, evidencing that sustained exercise enhances hypertrophic muscle development. However, we cannot conclude or rule out the possibility of fibre recruitment because the experimental period was too short. In the control group, capillarisation, which is extremely low in gilthead sea bream white muscle, showed a significantly higher number of fibres with no surrounding capillaries (F0) in the cranial area than in the caudal area, unlike the exercise group. Sustained swimming improved muscle machinery even in tissue normally associated with short bouts of very rapid anaerobic activity. So, through its effect on the use of tissue reserves and nutrients, exercise contributes to improvements in fish growth what can contribute to reducing nitrogen losses.