The anadromous Twaite shad Alosa fallax fallax (Lacépède, 1803) is globally classified as “Data Deficient” by the IUCN but the Instituto de Conservação da Natureza, Portugal, classified the species as “Vulnerable”. In this study, the aims were to describe the putative diel, seasonal and inter-annual patterns of distribution and abundance of Twaite shad early life-history stages in a lowland tidal river, River Mira (south Portugal), and to examine how changes in temperature, rainfall, microplankton biomass, potential prey and competitors’ predator abundance affect the distribution patterns using generalised additive models (GAM). Twaite shad yolk-sac larvae were collected indiscriminately at various times of day while larvae were more common during daylight hours in comparison to samples collected during the night, independently of tide. Moreover, A. f. fallax eggs, embryos and larvae were found in samples from late-March to mid-June. Peak densities were observed around late-April for eggs, mid-May for embryos and mid to late-May for larvae. The observed among- and within-year changes in abundance of Twaite shad embryos and larvae were related, through GAM, with a combination of environmental covariates, mainly in a non-linear way.