The stability of the coated lipid fraction of a standard weaning diet was verified by comparing growth and fatty acid incorporation for European sea bass fed diets with an identical formulation but prepared either by extrusion/coating or extrusion only. For each type of experimental diet, a (n‐3) HUFA level of 1 and 2.5% of the dry diet was evaluated. European sea bassDicentrarchus labraxL. were weaned and consequently reared for 23 days on the experimental diets in a recirculation system. A commercial weaning diet served as a control. Final individual dry weight of sea bass larvae weaned and ongrown for a total period of 30 days on the various diets did not differ significantly. The (n‐3) HUFA content of the fish tissue was a reflection of the dietary (n‐3) HUFA content and was not influenced by the technique used to include the essential fatty acids in the diet. The (n‐3) HUFA requirements of European sea bass during and immediately after weaning did not exceed 1% of the dry diet. The combined technique of cooking‐extrusion of a basal diet followed by coating of a lipid emulsion proved to be a valid technique to prepare diets for studying quantitative fatty acid requirements of weaning and first ongrowing stages of marine fish. A standard diet with open formulation is proposed.