Two new hairy species of caprellid amphipod, Caprella monai and Caprella takeuchii, are described based on specimens from the Strait of Gibraltar. Caprella takeuchii was found on algae and intertidal sediment under rocks from Tarifa, Southern Spain, while Caprella monai was collected clinging to the hydroid Nemertesia antennina and living on sediments from Ceuta, northern Africa. The most outstanding characteristic for both species is the presence of dense setae along the body. Caprella takeuchii is very similar to Caprella acanthifera Leach, 1814, except for the presence of dense setae in the male and the differences in upper and lower lips. Caprella monai is closely related to the poorly known Caprella grandimana Mayer, 1882. In the present paper we also redescribe C. grandimana on the basis of specimens from the Strait of Gibraltar.