This review presents several alternatives to replace antibiotic therapy and make the European aquaculture industry more friendly and environmentally sustainable. The first part of this review highlights the growing importance of the aquaculture industry worldwide for its ability to supply low-cost proteins and lipids. The second part discusses different strategies for these replacements, from recombinant vaccines to diets with low environmental impact and rich in bioactive molecules that can benefit other species. Specifically, the beneficial effects of bioactive compounds present within insect meals are discussed. In addition, particular focus is placed on the importance of adopting sustainable protocols for fish farming, including supplements such as probiotics, prebiotics, and synbiotics capable of modulating the gut microbiota as the second brain. Those feed additives can stimulate European farmed species’ immunological systems, growth, and welfare.