Nowadays, the common octopus (Octopus vulgaris) culture is hampered by massive mortalities occurring during early life-cycle stages (paralarvae). Despite the causes of the high paralarvae mortality are not yet well-defined and understood, the nutritional stress caused by inadequate diets is pointed out as one of the main factors. In this study, the effects of diet on paralarvae is analyzed through a proteomic approach, to search for novel biomarkers of nutritional stress. A total of 43 proteins showing differential expression in the different conditions studied have been identified. The analysis highlights proteins related with the carbohydrate metabolism: glyceraldehyde-3-phosphate-dedydrogenase (GAPDH), triosephosphate isomerase; other ways of energetic metabolism: NADP+-specific isocitrate dehydrogenase, arginine kinase; detoxification: glutathione-S-transferase (GST); stress: heat shock proteins (HSP70); structural constituent of eye lens: S-crystallin 3; and cytoskeleton: actin, actin-beta/gamma1, beta actin. These results allow defining characteristic proteomes of paralarvae depending on the diet; as well as the use of several of these proteins as novel biomarkers to evaluate their welfare linked to nutritional stress. Notably, the changes of proteins like S-crystallin 3, arginine kinase and NAD+ specific isocitrate dehydrogenase, may be related to fed vs. starving paralarvae, particularly in the first 4 days of development.