The feeding grounds for four of the most commercially important penaeid shrimp species (Metapenaeus monoceros, M. stebbingi, Penaeus japonicus and Penaeus indicus) within the mangrove and its adjacent coastal habitats (sand flat, mud flat and seagrass meadows) were investigated at Saco and Sangala bays (Inhaca Island, Mozambique, southern-East Africa). The study used carbon and nitrogen stable isotope ratios to identify the potential food sources for the different shrimp species within each habitat. Significant differences (p < 0.05) in terms of stable isotopes were observed among potential food sources in each habitat in both Saco and Sangala bays (isotopic ratios discriminating habitats), as well as between shrimp species among the different habitats. No ontogenetic dietary shifts were found for the studied penaeid shrimp species. The mangrove habitat did not provide a direct food source for most of the species at Saco and Sangala Bays. The seagrass habitat appeared to be a primary feeding area, mainly through seagrass, sediment, polychaetes and seston. The mud and sand flat habitats contributed with less food items for the shrimp species at Saco Bay, as well as the sand flat habitat at Sangala Bay. The possibility to identify feeding grounds is a fundamental tool to assist conservation of the resources and their habitat and for applying an ecosystem approach to fishery management.