Small-bodied cladocerans and cyclopoid copepods are becoming increasingly dominant over large crustacean zooplankton in eutrophic waters where they often coexist with cyanobacterial blooms. However, relatively little is known about their algal diet preferences. We studied grazing selectivity of small crustaceans (the cyclopoid copepods Mesocyclops leuckarti, Thermocyclops oithonoides, Cyclops kolensis, and the cladocerans Daphnia cucullata, Chydorus sphaericus, Bosmina spp.) by liquid chromatographic analyses of phytoplankton marker pigments in the shallow, highly eutrophic Lake Võrtsjärv (Estonia) during a seasonal cycle. Copepods (mainly C. kolensis) preferably consumed cryptophytes (identified by the marker pigment alloxanthin in gut contents) during colder periods, while they preferred small non-filamentous diatoms and green algae (identified mainly by diatoxanthin and lutein, respectively) from May to September. All studied cladoceran species showed highest selectivity towards colonial cyanobacteria (identified by canthaxanthin). For small C. sphaericus, commonly occuring in the pelagic zone of eutrophic lakes, colonial cyanobacteria can be their major food source, supporting their coexistence with cyanobacterial blooms. Pigments characteristic of filamentous cyanobacteria and diatoms (zeaxanthin and fucoxanthin, respectively), algae dominating in Võrtsjärv, were also found in the grazers' diet but were generally avoided by the crustaceans commonly dominating the zooplankton assemblage. Together these results suggest that the co-occurring small-bodied cyclopoid and cladoceran species have markedly different algal diets and that the cladocera represent the main trophic link transferring cyanobacterial carbon to the food web in a highly eutrophic lake.