Copepods are the most abundant secondary producers in the marine ecosystem, playing a vital role in the marine food web and harboring highly diverse symbionts. In this study, we modified a copepod-excluding eukaryote-inclusive PCR protocol, and used high-throughput sequencing of the 18S rRNA gene to study the diversity of in situ diet and protistan symbionts in thirteen copepod species of 10 families from Chinese marginal seas. The diet was dominated by Dinoflagellata, Cnidaria and Ctenophora, and the symbiotic community mainly consisted of Cilliphora, Dinoflagellata, and Cercozoa. Compared with symbiotic community, the diet composition and diversity were more sensitive to environmental filtering including the food availability in ambient water, the properties of water masses, and geographical distance. Feeding preferences of different copepod species were observed with selection ratios varied over 10 orders of magnitude, indicating the niche differentiation. Among the symbionts, Syndiniales (Dinoflagellata) and Apostomatia (Ciliophora) were the most dominant and universally associated with various copepods. Particularly, phylogenetic analyses revealed the high genetic diversity of symbiotic ciliates and confirmed their host and geographic specificity. We further screened the data from previous studies on the diet and symbionts of planktonic copepods from global oceans, revealing that feeding selectivity and host-associated protists are prevalent in marine copepods, which are controlled by both biotic and abiotic factors. These results advance our understanding of genetic diversity and distribution of in situ diet and symbionts on marine copepods, and highlighted the effects of niche- and species-selection on the copepod-associated microbiome assembly.