The estuarine tapertail anchovy, Coilia nasus, is an anadromous fish that undertakes over a 600-km spawning migration along the Yangtze River of China. They generally cease feeding during this process, but we recently documented that a small proportion of them appear to feed. Research on proteomic responses is essential for understanding the phenomenon of C. nasus feeding. In this study, we used an iTRAQ-based proteomics approach to study the changes in protein expression in response to food intake in C. nasus following voluntary fasting. Coilia nasus in the feeding group (CSI) were fed shrimp or small fish, whereas those in the control group (CSN) were starved. We identified 3279 proteins in the gastric tissue/stomach, of which 279 were significantly differentially expressed. In all, 133 differentially expressed proteins (DEPs) were upregulated and 146 proteins were downregulated in CSI compared with those in CSN C. nasus. In addition to gastric acid secretion caused by gastric distention, a functional analysis suggested that a series of DEPs were involved mainly in the regulation of protein digestion (e.g., carboxypeptidase A1 and chymotrypsin A-like), immune response (e.g., lysozyme and alpha 2-macroglobulin), and nutrition metabolism (e.g., glyceraldehyde 3-phosphate dehydrogenase, glycogenin, long-chain acyl-CoA synthetase, and creatine kinase). Real-time PCR confirmed that the mRNA levels of the DEPs were similar those obtained using iTRAQ. These results indicate that the nutrients obtained through food were effectively utilized by C. nasus, thereby providing energy for swimming, gonadal maturation, primary metabolism, and an enhanced immune function to better resist pathogen interference. This research contributes to the elucidation of nutritional regulation mechanisms of C. nasus to better protect the wild population.