Sea spiders are unique and poorly known marine chelicerates. Their larvae are even less studied, especially at the ultrastructural level. Here, we examined the hatchlings of Pycnogonum litorale (Strøm, 1,762) using histology, SEM and TEM. Existing classifications place these larvae among “typical” protonymphons, together with Nymphon brevirostre. Our results, however, revealed major differences between the two species. Hatchlings of P. litorale are endotrophic for 1–2 weeks, with yolk deposits in the body wall and a reduced secretory apparatus. They lack a body cavity, demonstrate an unusual modification of the midgut sheath cells and a complex subesophageal ganglion, which includes neuromeres of the prospective walking legs 1. These larvae also possess well-developed glia and complex sensory structures: eyes, V-shaped mechanoreceptive bristles, integrated chemo- and mechanoreceptors, and three types of concealed mechanoreceptors embedded into the body wall and only seen on the sections. In this paper we also propose a new interpretation of the pycnogonid larval types: we present a set of traits useful for diagnosis and a preliminary classification. Finally, we discuss the complexity of glial types in sea spiders and other arthropods.