This study assessed the impact of different start-feeding regimes on lumpfish (Cyclopterus lumpus) larvae until 35 days post-hatch. Diets included enriched Artemia nauplii, cryopreserved cirriped nauplii (Semibalanus balanoides), cultivated copepodites (Acartia tonsa), formulated feed, and combinations thereof. Enriched Artemia yielded the best outcomes—fast early growth, with the largest larvae, most normal ossification, and the highest survival at the end of the experiment. Cryopreserved cirripeds from the start led to poor initial growth, but growth improved during later stages, and larval size and normal ossification were significantly better in the end than for larvae fed copepodites and formulated feed from the start. Copepodites and formulated feed resulted in poor nutritional status (starvation) from the start and with smaller size and frequent bone anomalies at the end. The largest live prey (Artemia, cirripeds) contained high levels of dietary PUFA n-3 fatty acids and supported the most normal development. They were also easiest to capture, and prey size and easy capture seemed important for the substrate-dwelling early start-feeding lumpfish larvae. Liver vacuolization served as a reliable diet-quality biomarker. Microbial patterns varied significantly across treatments, indicating active regulation of the larval microbiome by feed and water interactions. Our recommendation based on the results is the start-feeding of lumpfish larvae with enriched Artemia nauplii and optional co-feeding with cirripeds.