Vaccination is the most adequate method to control infectious diseases that threaten the aquaculture industry worldwide. Unfortunately, vaccines are usually not able to confer protection on their own; especially those vaccines based on recombinant antigens or inactivated pathogens. Therefore, the use of adjuvants or immunostimulants is often necessary to increase the vaccine efficacy. Traditional adjuvants such as mineral oils are routinely used in different commercial bacterial vaccines available for fish; however, important side effects may occur with this type of adjuvants. A search for alternative molecules or certain combinations of them as adjuvants is desirable in order to increase animal welfare without reducing protection levels. Especially, combinations that may target specific cell responses and thus a specific pathogen, with no or minor side effects, should be explored. Despite this, the oil adjuvants currently used are quite friendlier with respect to side effects compared with the oil adjuvants previously used. The great lack of fish antiviral vaccines also evidences the importance of identifying optimal combinations of a vaccination strategy with the use of a targeting adjuvant, especially for the promising fish antiviral DNA vaccines. In this review, we summarise previous studies performed with both traditional adjuvants as well as the most promising new generation adjuvants such as ligands for Toll receptors or different cytokines, focussing mostly on their protective efficacies, and also on what is known concerning their effects on the fish immune system when delivered in vivo.