Bimodal depth distribution patterns observed for sprat Sprattus sprattus larvae in previous field studies conducted in the deep basins of the Baltic Sea have led researchers to hypothesise that larval sprat condition was depth-dependent. We examined this hypothesis by measuring morphological, biochemical and otolith-based proxies for nutritional condition in sprat larvae collected in discrete 5 m depth intervals from the surface to the bottom in the central Bornholm Basin. Similar to earlier studies, larval sprat were most abundant in 2 depth strata (0 to 10 and 65 to 75 m). Their nutritional condition in surface and deep waters was not uniformly expressed by the different indices. For example, sprat larvae from 0 to 10 m could not be distinguished from conspecifics caught at 65 to 75 m by a long-latency condition proxy (otolith-based growth rates). Similarly, a medium-latency proxy (RNA:DNA) did not suggest differences in condition between the depths. However, short-latency proxies (protein: standard length and DNA:dry weight) supported the depth-dependent condition hypothesis. The lack of correspondence and pitfalls associated with the use and interpretation of multiple condition indices (e.g. the influences of temperature and body size) are discussed and recommendations to strengthen these various metrics are provided.