Zig-zag eel (Mastacembelus armatus), with male growing faster and larger than female, is a popular farmed fish in China due to its delicious taste and rich nutritional value. The culture of mono-sex M. armatus has great value and is the best choice for aquaculture industry. However, the high feminization rate in aquaculture severely limits the application of sex control in the breeding process of M. armatus. In this study, by analyzing the early gonadal development and sex differentiation process, as well as the expression profiles of male and female pathway genes in the early XX and XY gonads, we determined that the critical period for sex differentiation and gonadal differentiation in M. armatus was 10–30 dpf. In addition, we confirmed for the first time that the feminization of M. armatus is related to feeding Limnodilus spp., as only Limnodilus spp. are fed during 10–30 dpf. Replacing Limnodilus spp. with Artemia salina to feed M. armatus fry can completely block the feminization. These results lay a solid foundation for understanding the sex determination mechanism of M. armatus, and the method of blocking the feminization of M. armatus can be used for the development of all-male breeding.