Yangtze sturgeon (Acipenser dabryanus) is a critically endangered endemic species in the Yangtze River. No natural reproduction has been observed since 2000, and its wild population is considered extinct. Establishing large-scale conservation breeding populations and releasing captive-bred individuals into appropriate reaches is the only way to restore the natural Yangtze sturgeon populations. In reintroduction projects, pre-release diet training could effectively increase post-release fitness and survival by improving animals’ adaptation to transformation from artificial to natural environments. However, the effects of early-life dietary transition and training on the post-release adaptation of Yangtze sturgeon remain unclear. To explore these issues, we investigated the transcriptional/metabolic levels and intestinal microbiota changes of juvenile Yangtze sturgeon during the transition from natural to formula diets. Meanwhile, the growth characteristics and gut microbes of Yangtze sturgeon trained with natural and formula diets at both the pre-release and post-release stages. The results showed that (1) diet transition involved microbiota simplification, reduced lipid mobilization, and weakened antioxidant defense, (2) the gut microbial communities of the individuals trained with a natural diet and formula diet evolved to the optimal status for their corresponding diet provisions, (3) the individuals trained with the natural diet paid a lower cost (i.e., changed their gut microbial communities less) during diet transformation and release into the natural environment than did the individuals trained with the formula diet, and (4) the gut microbes in the natural diet group better supported post-release fitness and survival than did the gut microbes in the formula diet group. The results indicated that better pre-release diet training could improve the reintroduction of Yangtze sturgeon by adjusting the pre-release gut microbial community.