Evolving societal expectations are driving increasing interest in the welfare of decapod crustaceans, such as prawns and shrimp, grown in aquaculture. A key aspect of understanding an animal's welfare-related needs is through assessing their behavior to determine how the animal is perceiving and interacting with their environment. Behavioral testing has been applied to livestock animals for decades, providing insight into their wants and needs to guide housing structure design and husbandry practices that improve their welfare. This review collated studies that have applied behavioral testing, primarily at the individual level, to decapod shrimp and prawns in the Dendrobranchiata and Caridea sub- and infra-orders respectively. This review aims to understand the types of assessments that can be successfully applied to these taxa, and what the results of testing may be able to inform us about in regard to the welfare of these species. While the sentience capabilities of these decapod taxa is still under debate, the behavioral testing applied to date across varying species demonstrates they exhibit preferences across multiple contexts, individual differences indicative of personality, cognitive capabilities, and behavioral indicators consistent with negative affective states. There is scope to learn from livestock welfare assessment using behavioral testing and increase the research focused on penaeid shrimp and prawn species of aquaculture interest. Application and validation of new behavioral tests can guide system optimization for aquaculture shrimp and prawns in relation to the welfare of the animals.