In this study, the feasibility of the use of heterotrophic dinoflagellate Crypthecodinium cohnii and phototrophic eustigmataceae Nannochloropsis gaditana as a partial or total substitute for fish oil in weaning diets of gilthead sea bream is evaluated. 20 day old larvae were fed with the following microdiets: a control diet based on fish oil, two diets with 11% dry weight of N. gaditana or with 8% of C. cohnii as substitutes for fish oil (diets N and C, respectively), and one last diet that combined N. gaditana (5.5%) and C. cohnii (5.5%) with fish oil (5.5%, diet N+C). At the end of the experiment (after 17 days of treatment), the survival did not differ among the groups, but the total length growth and dry weight of the larvae fed with fish oil and C. cohnii were superior to that of those fed with N. gaditana (p < 0.05). The analysis of fatty acids confirmed that C. cohnii and N. gaditana were used as a source of fatty acids essential in the microdiets of the larvae of gilthead sea bream. The results of this study revealed that the eicosapentaenoic acid (EPA; 20:5n-3) provided by N. gaditana allows the survival of the larvae, and that the docosahexaenoic acid (DHA; 22:6n-3) provided by C. cohnii is necessary in weaning diets in the gilthead sea bream in order to maintain the optimal growth of the larvae.