Whitebait is the immature fry of fish, in this case sardines and anchovies fished on the Riviera. Whitebait is a collective term for the immature fry of fish, typically between 25 and 50 millimetres long.Such young fish often travel together in schools along the coast, and move into estuaries and sometimes up rivers where they can be easily caught with fine meshed fishing nets.hitebait are tender and edible, and can be regarded as a delicacy. The entire fish is eaten including head, fins, bones, and guts. Some species make better eating than others, and the particular species that are marketed as whitebait varies in different parts of the world.