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Simple Summary: There are large numbers of sea cucumbers naturally inhabiting tropical seas, which play an important ecological role in the habitat through their biological activity. However, despite the diversity of tropical sea cucumbers, until now there have been few studies on their exact eukaryotic food sources. In the present study, we systemically investigated the eukaryotic food sources of three sea cucumber species. We also study the differences of eukaryotic composition among three sea cucumber species and provide new insight into reasons for the differences. The reported information could be valuable in further biological and ecological studies of these species. In this study, the eukaryotic composition of gut contents in three tropical sea cucumber species, Stichopus monotuberculatus, S. chloronotus and Holothuria atra were surveyed and compared by metabarcoding analysis based on 18S rRNA gene V4 region. The sequences were assigned to 21.80 ± 1.07, 22.60 ± 0.68 and 22.40 ± 0.25 different phyla from the gut contents of S. monotuberculatus, S. chloronotus and H. atra, respectively, and those in sediment samples were assigned to 21.00 ± 1.67 phyla. The results of α-diversity showed that surface sediments had a greater eukaryotic diversity than gut contents, yet the guts of sea cucumbers had an enrichment effect on some microorganisms, including Diatomea and Apicomplex. A comparison of the gut eukaryotic community among the three species suggested that the feeding preference was different: S. monotuberculatus fed mainly on Diatomea and Arthropoda, and the other two species had higher Apicomplexa concentrations, which may be due to differences in the morphology of the tentacles and habitat preferences. Moreover, obvious different eukaryotic community composition in the gut contents of the three sea cucumber species and the surrounding sediments also might result from the animals' selective feeding for sediment patches. The current study filled in gaps about feeding mechanisms of tropical sea cucumbers and provided a basis for further exploring the mechanism about selective feeding and sea cucumber–sediment interaction in the future. [ABSTRACT FROM AUTHOR]