We studied the feeding behavior of the nauplii and adult females of the marine cyclopoid copepod Oithona davisae in the laboratory. Functional response experiments showed that O. davisae can feed on a broad size range of prey but that high clearance rates only occur in a narrow prey size range. Neither the nauplii nor the females were able to feed on Nannochloropsis oculata (2.5 µm), but > 4 µm prey were ingested. The highest clearance rates occurred when the nauplii and females were offered the dinoflagellate Oxyrrhis marina and the ciliate Strombidium sulcatum , respectively. O. davisae females preyed on Acartia grani nauplii but not on nauplii of their own species. Optimal prey : predator size ratios were similar for the nauplii and the females (∼ 10% of the predator's body length) and were higher than those reported for suspension‐feeding calanoid copepods (2–6%). The finding that the nauplii and females of O. davisae feed on relatively larger prey appears to be a consequence of their strict ambush‐feeding behavior, which constrains feeding activity to prey large enough to create hydromechanical signals above the detection threshold. Very high weight‐specific ingestion rates (> 150% d −1 ) were obtained when O. davisae fed on relatively large prey. Such high daily rations are much higher than those that can be calculated indirectly from egg production. Size measurements of the mouth of O. davisae females indicate that those prey resulting in extreme feeding rates were too large to be swallowed completely and suggest the presence of sloppy feeding in Oithona .