Various research projects in Europe and North Africa have recently intended to breed temperate holothurians to alleviate fishing pressure on natural populations. However, to date little is known about the nutritional requirements of East Atlantic and Mediterranean species. In this study, we propose a “natural population”‐oriented approach to characterize food sources, digestive efficiency and resources allocation based on the composition of pigments and fatty acids (FA) in gut contents and tissues (muscles, gonads and digestive tract walls) of wild individuals of the species Holothuria (Panningothuria) forskali (Delle Chiaje, 1823) sampled in Brittany (France). Our study reveals that neither green nor red algae enter the diet of H. forskali in spring and that the only fresh vegetal material found in gut contents is brown algae (very likely diatoms). The high nutritional quality of gut contents however contrasts with the detrital nature of the ingested food sources, suggesting that a trophic upgrading of organic matter occurs before digestion. In addition, unusual FA (i.e. only present in a few groups of living species) such as long‐chain monounsaturated FA (especially the FA 23:1ω9) were found in large proportions in muscles and gonad and their effect on sea cucumber fitness needs further investigation.