No field studies have been performed on the selectivity of herring and sprat in the southern Baltic Sea in relation to their entire range of prey. Accordingly, we tested in the field the following hypotheses: (i) sprat and herring are selective feeders and (ii) sprat and herring selectivity is size- and season-dependent. The results show that (i) smaller herring and all size classes of sprat are strictly zooplanktivorous, selecting principally Temora longicornis and Bosmina maritima during the autumn and Pseudocalanus elongatus in winter; (ii) larger herring are essentially nektobenthos feeders, predating on Mysis mixta during the autumn and amphipods and polychaetes during the winter; and (iii) herring and sprat seem to avoid Acartia spp. in both autumn and winter. During the autumn, herring are zooplanktivorous up to 18–20 cm, whereas in winter herring feed on nektobenthos starting from 14–15 cm. Selectivity was not an absolute process but it was related to prey relative abundance in the sea and, possibly, to prey profitability (e.g. size, conspicuousness, and reaction time).