Correct management of the feeding regime in shrimp aquaculture has been beneficial. Still, when looking for improvement in shrimp performance, the results have been contradictory, and the limits between better growth and independent growth as a function of the feeding regime are not clear. In this study, trypsin and α-amylase activity, as well as an interpretation of the energy utilized for enzyme production, were evaluated in shrimp weighing 1 g. Four feeding groups were set to feed one, two, four, or eight times per day over a month, after which trypsin and α-amylase activities were evaluated during 29 h. Results indicated that the group fed once per day ingested 90% of the feed, whereas the other groups ingested 100%. The α-amylase was not consumed during the daytime in all groups, unlike trypsin. Total trypsin activity was not significantly different between feeding groups, but α-amylase was significantly different. Shrimp fed eight times had an elevated α-amylase activity level that was 2.6 times greater than those fed only once, and 0.8 and 0.5 times greater than those fed four and twice per day, respectively. Feeding more frequently generates a higher use of energy that may or may not be reflected in growth but could be essential for all the energy-dependent metabolic processes required by shrimp.