Context Zooplanktivorous fish are a key link between abundant zooplankton and higher trophic levels but the foraging behaviour of zooplanktivorous fish is not fully understood. Selective feeding behaviours have been observed, with many species of planktivorous fish targeting certain species and sizes of zooplankton for prey. However, why certain size classes of zooplankton are preferred remains unclear. Aim This study investigated prey selection by three zooplanktivorous fish species through the lens of optimal foraging theory. Methods We assessed the size structure of zooplankton in the environment and compared this with the size distribution of zooplankton in gut contents from three zooplanktivorous fish. Key results The targeted prey size of Atypichthys strigatus and Scorpis lineolata aligns with the prey size classes in the environment that contain the highest overall biomass. Trachurus novaezelandiae showed little evidence of targeting these size classes. Conclusions These prey sizes therefore represent the most efficient prey to target because the return on foraging effort is greatest. By contrast, T. novaezelandiae showed only an underselection of large and small prey. Implications By incorporating this information on this key trophic link between zooplankton and fish, ecosystem models could better resolve the size dependant predation, particularly in size-based models.