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Algae-produced long-chain polyunsaturated fatty acids (LC-PUFA; with ≥20 carbon atoms) are key biomolecules for consumer production and animal health. They are transferred to higher trophic levels and accumulated in food chains. However, LC-PUFA accumulation in consumers and their trophic transfer vary with the diet quality and the physiological demand for LC-PUFA of consumers. The goal of this study was to investigate spatial and taxonomic differences in LC-PUFA retention of coastal fish predators that potentially differ in their habitat use (benthic versus pelagic) and prey quality. We analyzed the fatty acid (FA) composition of common fish species, namely roach and European perch, as well as their potential prey from benthic and pelagic habitats in three bays of the northern Baltic Sea. We then assessed whether the fish LC-PUFA retention differed between species and among the study bays with different diet quality, that is, LC-PUFA availability. Our data indicated taxon-specific differences in the retention of LC-PUFA and their precursor FA in fish (i.e., short-chain PUFA with <20 carbon atoms). Perch did not show any spatial variation in the retention of all these FA, while roach showed spatial differences in the retention of docosahexaenoic acid (DHA) and their precursor FA, but not eicosapentaenoic acid (EPA). Data suggest that diet quality and trophic reliance on benthic prey underlay the DHA retention differences in roach. Although the PUFA supply might differ among sites, the low spatial variation in LC-PUFA content of perch and roach indicates that both fishes were able to selectively retain dietary LC-PUFA. Climate change together with other existing human-caused environmental stressors are expected to alter the algal assemblages and lower their LC-PUFA supply for aquatic food webs. Our findings imply that these stressors will pose heterogeneous impacts on different fish predators. We advocate further investigations on how environmental changes would affect the nutritional quality of the basal trophic level, and their subsequent impacts on LC-PUFA retention, trophic ecology, and performance of individual fish species.