The ability to select appropriate substratum in a patchy environment is crucial for food availability, reproductive success, anti‐predator defence and resistance to other environmental dangers. Therefore, even euryecious invasive species may exhibit clear substratum preferences, contributing to their success in novel areas. We used 24‐h pairwise‐choice experiments to study substratum preferences of the highly invasive freshwater Ponto‐Caspian gammarid Dikerogammarus villosus (Amphipoda, Crustacea). We tested its preferences for stony substrata of various grain diameters (2–124 mm), macrophytes differing in structural complexity (Myriophyllum spicatum, Ceratophyllum demersum, Potamogeton perfoliatus, Potamogeton nodosus, Stuckenia pectinata) and zebra mussels. We hypothesized that: (1) gammarids would select substrata adjusted to their body size and offering maximum protection; (2) mussels would be the most preferred substratum except in high densities, which lead to deterioration of water quality; (3) large gammarids would displace smaller conspecifics to worse substratum. Our results showed that large (>9 mm) and small (<7 mm) gammarids preferred stones >6 cm and between 6 and 8 cm, respectively, with relatively large empty spaces among particles (4–9 cm). Small gammarids selected complex plants, particularly M. spicatum, whereas large individuals also preferred less complex forms with large leaves (Pot. nodosus, Pot. perfoliatus). Small gammarids exhibited higher affinity for natural macrophytes than large individuals. All gammarids preferred stones over plants. Contrary to most of the published data, gammarids selected stones more often than dense zebra mussel colonies and did not discriminate between low density mussel and stone habitats. Oxygen depletion seems to be the factor distracting gammarids from mussel habitats. Thus, they seem to select mussel colonies only when alternative hard substrata are missing. Differences in substratum preferences between size classes were not pronounced, but small individuals switched to the less preferred habitat in the presence of adults, probably avoiding cannibalism and competition.