A suitable feed size has a positive effect on animal feeding. For aquatic larvae, the correct feed size is very important for their growth. This experiment analyzed and compared the effect of different particle sizes of feed for larval stages on the growth performance, whole body composition, and muscle amino acid and fatty acid composition of crayfish. Five larval crayfish diets of different particle sizes, namely < 0.40 mm (Group A, control group), 0.40-0.50 mm (Group B), 0.71-0.85 mm (Group C), 0.90-1.00 mm (Group D) and 1.5 mm (Group E), were fed to 2000 crayfish (initial weight 0.0786 ± 0.0031 g) for 100 d. The results showed that as the particle size increased, final weight, weight gain (WG, p = 0.001) and specific growth rate (SGR, p = 0.000) of the crayfish tended to increase and then leveled off, with the control group being the lowest. The feed conversion ratio (FCR, p = 0.000) showed a decreasing and then equalizing trend with increasing particle size, but there was no significant difference between the groups except the control group. Broken-line regression analysis showed that the critical values for the appropriate particle feed size for crayfish larvae were 0.55 mm and 0.537 mm using SGR and FCR as indicators. Groups B, C and D had the highest crude protein content and were significantly higher than the control group (p = 0.001). Group E had the highest umami amino acid (UAA) and was significantly higher than the control group (p = 0.026). The content of isoleucine (Ile, p = 0.038) and phenylalanine (Phe, p = 0.038) was highest in group C and significantly higher than in the control group. Through principal component analysis, groups C and D were shown to contain leucine (Leu), glutamic (Glu), methionine (Met), valine (Val), histidine (His), Phe, and Ile levels significantly induced. The content of linoleic acid (C18:2n6, p = 0.000), linolenic acid (C18:3n3, p = 0.000), saturated fatty acid (SFA, p = 0.000), monounsaturated fatty acid (MUFA, p = 0.001), polyunsaturated fatty acid (PUFA, p = 0.000) and n-6 PUFA (p = 0.000) in group C was the highest and significantly higher than the control group. Principal component analysis showed that group C significantly induced the levels of C18:2n6, C18:3n3, DHA, EPA, n-3 PUFA and n-6 PUFA in muscle. Therefore, our results suggest that appropriate feed particle size can improve the growth performance and nutrient composition of crayfish. Based on the broken-line regression analysis of SGR and FCR, the critical values of optimal particle size for crayfish are 0.55 mm and 0.537 mm, and when the particle size exceeds these critical values (not more than 1.5 mm commercial feed), growth performance and FCR of the crayfish are no longer changed. Nevertheless, group C has high protein and low lipid content, as well as better nutrition with amino acids and fatty acids. Overall, combined with growth performance and nutrient composition, it is recommended that the particle size of the diet at the larval stage for crayfish is between 0.71 and 0.85 mm.