The food and feeding habits of Anchoa mitchilli studied at three stations in the Biloxi Bay area, Mississippi. Studies on the behavioural aspects of feeding were designed to include a 24-hour observation of a feeding rhythm. Results of the study indicated that the bay anchovy in this area fed mainly during early morning with a second, minor peak, just before midnight. The anchovy appeared to be dependent on both plankton and benthic organisms for food. Crustaceans were the main food items consumed, with calanoid copepods being the most prominent, numerically. Cannibalistic behaviour was identified, and this coincided with periods of low abundance of other food items. Different feeding methods were employed by the fish for various feeding situations. Small plankton was filtered through the water column, while larger organisms were picked individually. When his situation demands, the anchovy will also prey actively on its food.