Management practices on most Brazilian shrimp farms have resulted in high expenses for producers and damage to the environment. Applied ethology could provide information on the pattern of shrimp activity, enabling more efficient feeding frequencies. Behavioural activities of the shrimp Litopenaeus vannamei were recorded during different feeding frequencies. The shrimp were kept in aquariums on a 12:12 h light/dark cycle. They were fed commercial ration three (at 6:00, 12:00 and 18:00 hours), four (at 6:00, 10:00, 14:00 and 18:00 hours) or seven times per day (at 6:00. 8:00, 10:00, 12:00, 14:00, 16:00 and 18:00 hours). We observed animals at 15 min−1 aquarium−1 time periods, recording feeding, substrate exploration, swimming and inactivity. Feeding and exploration were the highest for shrimp fed three times per day, swimming was greatest when animals received four feedings, whereas inactivity was higher for shrimp fed seven times per day. There was greater food ingestion between 12:00 and 14:00 hours for animals fed three and four times per day, whereas swimming was high mainly at 18:00 hours for shrimp fed three and seven times per day. The results indicate higher forage‐related activities (exploration/ingestion) when feed was offered three or four times, suggesting optimization in the pattern of shrimp activities based on these feeding frequencies.