The relationship between fish larvae and their zooplanktonic prey has not been fully explored for late-stage larvae of coral-reef fish in lagoonal environments. However, compared to most temperate taxa, these larvae are characterized by strong sensory and swimming abilities, which may influence their feeding behaviour in the water column. The present study aims to determine the relative importance of the water column and zooplankton variables for the structure of pre-settlement larval fish assemblages within a single season in three bays of the coral reef lagoon of New Caledonia, southwest Pacific. The structure of larval assemblages was found to be explained better by water column variables in two out of the three bays examined. Zooplankton variables only played a role in one bay out of the three, probably due to the lower variability in the water column variables. Moreover, the relationship between total larval fish abundance and zooplankton density was not significant in any of the three bays. These results suggest that the relationship between late-stage coral-reef fish larvae and their prey: 1) is difficult to detect at small spatial and temporal scales, 2) is probably complex and non-linear, 3) depends on environmental conditions, and 4) probably varies between fish taxa.