Ghrelin, neuropeptide Y (NPY) and cholecystokinin (CCK) all have important roles in the regulation of feeding in fish and mammals. To better understand the role of the three peptides in appetite regulation in the early developmental stages of blunt snout bream (Megalobrama amblycephala), partial cDNA sequences of ghrelin, NPY and CCK genes were cloned. And then, real‐time quantitative PCR and RT‐PCR were used to detect and quantify the mRNA expressions of these genes from zygotes to larvae of 50 days after hatching (DAH). Ghrelin, NPY and CCK were all expressed throughout the embryonic and larval development stages, and the expression levels were higher in larval stages than in embryonic stages. Ghrelin and NPY mRNA expressions were upregulated at 1, 3, 5 DAH, while CCK mRNA expression was reduced significantly at 3 DAH. The mRNA expression levels of three genes in larvae varied significantly until 30 DAH. In adult fish, all three peptides were detected to be expressed in brain and several peripheral tissues. Ghrelin mRNA was mainly expressed in the intestine, whereas NPY and CCK mRNAs were mainly expressed in the brain. Taken together, these results indicate that ghrelin, NPY and CCK may have roles in early development and participate in the regulation of feeding of larvae in blunt snout bream and will be helpful for further investigation into feed intake regulation in adults of this species.