Euphausia superba is a key species in the Southern Ocean that serves as a link between primary production and higher trophic levels. To investigate the feeding strategies of E. superba from the eastern South Shetland Islands, fatty acid biomarkers, stable isotope signatures, and an incubation experiment were conducted. The results of the incubation experiment proved that adult E. superba mainly fed on 2–20 μm particles, demonstrating the importance of nanoplankton in their diet. Moreover, significant positive relationships between δ15N and body size demonstrated that size-related dietary shifts were present in E. superba. Evidence from principal component analysis and the C16:1ω7/C18:4ω3 ratio showed that juveniles preferentially fed on dinoflagellates and adults were more likely to feed on diatoms. Fatty acid profiles in adult E. superba roughly mirrored the different trophic conditions and feeding strategies between stations. Adult E. superba at Stas D2-07, D5-07, DA-01 and DA-02 exhibited elevated levels of C16:1ω7, C18:4ω3, C18:1ω9 and C18:1ω9/C18:1ω7, indicating higher levels of feeding on both phytoplankton and higher trophic diets. In contrast, adult E. superba at Stas D1-03 and D1-04 were characterized by high levels of polyunsaturated fatty acids/saturated fatty acids ratios and low levels of C16:1ω7, C18:1ω7, C18:4ω3, C18:1ω9 and total fatty acids. We inferred that adult krill at Stas D1-03 and D1-04 still suffered from difficult dietary conditions after overwintering. The different dietary conditions between stations suggest a highly plastic feeding strategy of E. superba in the eastern South Shetland Islands.