The Japanese anchovy is a dominant species in the food web of the Yellow Sea, China. It is not only a small pelagic zooplankton feeder, but also the prey for over 30 important higher trophic level species. Its population plays a crucial role as wasp-waist control functional group in the marine ecosystem in the Yellow Sea. In traditional ecological research, the diets of the anchovy were determined based on species analysis of the gut content or stable isotope, fatty acid analysis. In this study, the application of particle size in the food analysis of fishes was advanced by analyzing the prey size compositions of anchovy in relation to the fish species body size. Data for species and size classification of prey in the anchovy gut content were collected, and zooplankton sorting was performed between June 2000 and November 2014 in the southern part of the Yellow Sea. The anchovy body size (standard length) ranged from 10 mm to 150 mm. Results showed that the species composition of anchovy diet was mostly determined by the environmental living conditions. Most zooplankton species in the diets of anchovy could be found in the environmental waters. The species and size diversity of diets varied similarly along with the anchovy body size. Both diversity indices of species and particle size had the highest values at the anchovy body size class of 110 mm. The mean size of prey particles increased gradually with anchovy body size. Larger anchovy tended to prey on relatively bigger items. According to the prey selectivity, three prey size shifts were found for the anchovy with body size: ≤ 30 mm, 30-70 mm, and ≥ 70 mm. Thus, integrating particle size into anchovy prey analysis could be useful for the evaluation of feeding selectivity in the fish feeding ecology analysis.