Krill species are key organisms in the Antarctic food web. Biochemical composition in terms of lipids, proteins, carbohydrates, and fatty acids and its implications for spatial distribution were investigated in specimens of Euphausia superba and Euphausia crystallorophias collected in the Ross Sea and the adjacent Pacific region during an acoustic survey carried out within the framework of the 19th Italian National Program for Research in Antarctica (PNRA) Expedition, to gain insights into their trophic relationships and bioenergetic strategies. In both species, the body biochemical composition (wet) showed a predominance of proteins (62–86%), followed by lipids and carbohydrates, and, among identified lipid classes, the two species did not seem to differ much in fatty acid composition. Results showed the highest dissimilarity in biochemical composition between species relative to differences in latitude (24%) and to inshore/offshore haul (22%). Fatty acid analysis, and particularly PUFA/SFA and 18PUFA/16PUFA ratios, allowed identification of a more pronounced omnivorous kind of diet in E. crystallorophias relative to E. superba.