The nutritional requirements of pikeperch larvae have been sparsely examined. Dietary polyunsaturated fatty acids, arachidonic acid (ARA), eicosapentaenoic acid (EPA) and docosahexaenoic acid (DHA) may affect growth and physiological stress response in marine fish larvae, but these mechanisms have not received as much attention in freshwater fish. Pikeperch larvae were reared on Artemia from day 3 until 21 days posthatch. Artemia were enriched with six formulated emulsions, with inclusion of either fish oil, pure olive oil (POO) or olive oil supplemented with various combinations of ARA, EPA and DHA. Larval tissue FA was significantly related to the content in the diets, but larval growth was similar for all treatments. When exposed to stress by confinement in small tanks with culture tank water or saline water (15 g L−1.), mortality in larvae treated with POO was significantly higher than in the remaining treatments while tissue cortisol contents in these fish seemed lower. The findings of a lower stress response in larvae fed POO may be related to the lower tissue content in these larvae of essential fatty acids especially DHA but also EPA and ARA.