Kawakawa tuna (Euthynnus affinis) is a novel target species for aquaculture in Japan and currently there is very limited knowledge on its early ontogenetic development in captivity. The ontogeny of E. affinis larvae from hatching to 20 days after hatching (DAH) was illustrated in the present study through an integrated approach of histology, biochemistry and molecular approaches. Larvae were fed enriched L-type rotifer Brachionus plicatilis species complex from 2 to 10 DAH, followed by enriched Artemia nauplii. Target digestive enzymes; trypsin, pepsin, lipase and amylase were assessed in order to evaluate nutritional condition. The larvae began exogenous feeding from 2 DAH, coinciding with the opening of the oral capacity and anus. The yolk sac was rapidly consumed and completely resorbed at 3 DAH, while the oil globule disappeared by 5 DAH. Enzymatic activity and expression of the target enzymes were detectable at hatching, except pepsin. With the development of the gastric glands, pepsin activity was then detected at 10 DAH, which was followed by rapid increase in pepsin activity at 15 DAH. The larvae showed rapid growth, however, high mortality also occurred at 6–10 DAH which has been highlighted as a critical stage in the larviculture of E. affinis. From 15 to 20 DAH, the histological structures of the digestive tract were completely segmented with the digestive tract resembling that of its juvenile stages. The activity of trypsin, pepsin, and lipase tended to increase sharply, while amylase dramatically dropped, possibly indicating a change in dietary preference. Findings from the present study provides a preliminary insight into the early development of the digestive system and associated digestive enzymes of E. affinis larvae and establishes an initial step towards the rearing and feeding protocol optimization of this novel target species.