The mechanisms behind the beneficial effects of dietary peptides on fish skeletal development remain unrevealed. In the present study, we evaluated the effect of 0% (C, Control), 6% (P6) and 12% (P12) levels of small peptide incorporation on European sea bass (Dicentrarchus labrax) early larval skeletal development and post-larval skeletal integrity against a swimming challenge test. Survival was not affected by the peptide diets, whereas P6 presented the lowest growth rate. Larval quality control underlined the advantageous effect of P12 on reducing the frequency of cephalic deformities (e.g., branchiostegal rays, operculum and cross-bite), pre-haemal lordosis and vertebrae bone loss. Simultaneously, individuals from P12 group exhibited an earlier mineralization of the vertebral column and were less prone to develop swimming-induced haemal lordosis (16.0 ± 0.1%) and scoliosis (3.3 ± 0.6%). Expression analysis of genes involved in digestive function, protein transport, muscle ontogeny and bone mineralization revealed a peptide-enhanced larvae development of the P12 group. An early nutritional programming of the post-larval musculoskeletal system is proposed. Limitations induced by the differential free amino-acid profiles are discussed. A potential developmental-stage-specific incorporation of peptide diets in European sea bass rearing is suggested.