Bullet tuna (BLT), Auxis rochei, and frigate tuna (FRI), Auxis thazard, are globally exploited wide-ranging species. These anatomically similar tunas may share pelagic habitats in the Atlantic Ocean and Mediterranean Sea. Feeding patterns were investigated in BLT and FRI individuals caught in the Gulf of Cadiz (East Atlantic) in 2019–2021 with the aim to decipher trophic interactions. Stomach content analyses showed a predominantly piscivorous diet, dominated by anchovy (Engraulis encrasicolus). Further cluster analysis coupled to a similarity profile permutation test revealed interspecific dietary differences in 2019 and 2021, as well as interannual differences in BLT. The trophic niche estimated from muscle and liver isotopic data was broader in BLT, and no considerable overlap of isotopic niches was found between the two species. Trophic positions (TP) were estimated in 2020 and 2021 using isotopic data of mesozooplankton as the food web baseline of the area. Muscle data showed that BLT occupied a higher TP than FRI in both 2020 and 2021, whereas liver data estimated a higher TP for FRI in 2020. Differences in isotopic compositions of BLT from the Gulf of Cadiz compared to individuals from the western Mediterranean suggest low mixing rates between populations.