A total of 235 bullet tunas (Auxis rochei) was caught off the north-eastern coast of Sicily between March 2003 and March 2004 for the purpose of studying their feeding habits. The fish were caught by means of an experimental surface gill-net during fishing surveys carried out on a monthly basis. The stomach contents were analysed and the prey identified, counted and weighed. The importance of the different prey types was assessed utilizing several feeding indices while possible size-related changes of the diet composition were highlighted by means of hierarchical cluster analysis, nMDS and SIMPER analysis. The results of this study showed that the bullet tuna is an epipelagic off-shore predator feeding on whatever abundant resource is available in the environment with a preference for planktonic crustaceans, small cephalopods and fish larvae. Among crustaceans, hyperiidean amphipods were the most important prey, with Anchylomera blossevillei as the dominant species, followed by the euphausiacean Stylocheiron maximum. Among cephalopods, Heteroteuthis dispar was recorded frequently while fish larvae showed high values of all indices. All prey were pelagic organisms. A size-related change in the diet composition was observed, even if it seemed related to the temporal fluctuations of the zooplanktonic assemblage in the environment. The average prey weight per stomach increased significantly in the larger predators which mostly fed on fish larvae belonging to several commercially important demersal and pelagic species.