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Seafood from marine fisheries, such as finfishes and invertebrates, is an important source of nutrients for billions of people globally. Seafood species vary in their micronutrient concentration, their economic value, and their vulnerability to exploitation and climate change. However, fisheries management has rarely considered the nutritional quality of fisheries catches and their relation to economic, conservation and climate vulnerability dimensions. Here, we quantified and analysed the micronutrient supply and average micronutrient concentration of taxa exploited by fisheries in the Indian Ocean. We also assessed associations among taxon‐specific micronutrient concentrations, ex‐vessel prices, fishing vulnerability and climate vulnerability. We found that small pelagic finfishes, despite contributing little to the overall catch weight, were particularly rich in micronutrients, were resilient and low priced, highlighting their utility in food and nutritional security. In contrast, taxa such as tunas and cephalopods were less nutrient‐dense, more vulnerable and had higher ex‐vessel prices. Results also showed differences in catch micronutrient concentrations between countries within the Indian Ocean Rim (IOR) and Distant Water Fishing (DWF) countries. IOR country catches were dominated by taxa richer in calcium, omega‐3 fatty acids and iron but with higher climate vulnerability. DWF catches, which accounted for only 2% of the Indian Ocean's total micronutrient supplies, were relatively richer in selenium, more vulnerable to fishing and had higher ex‐vessel prices. Our results highlight the trade‐offs and synergies among nutritional, economic, conservation and climate resilience dimensions of Indian Ocean fisheries, providing key insights for nutrition‐sensitive fisheries management strategies aimed at balancing multiple priorities.