Cepola densa was an early Eocene member of the bandfish lineage, known from London Clay otoliths. Living cepolids are elongate marine fishes that often live close to soft seabeds and feed on small planktonic or benthic organisms. A similar demersal-to-near-bottom ecology is a reasonable family-level inference, but the fossil species is represented by ear stones rather than a preserved body.

Its sagittal otolith is notably compact and deep, reflecting the distinctive inner-ear morphology of the fish. The species therefore contributes primarily to reconstruction of the hidden teleost diversity of the London Clay — fishes that may leave no recognizable skull but can still be traced through otoliths.