Thermoregulation is critical for survival and animals therefore employ strategies to keep their body temperature within a physiological range. As ectotherms, fish exclusively rely on behavioral strategies for thermoregulation. Different species of fish seek out their specific optimal temperatures through thermal navigation by biasing behavioral output based on experienced environmental temperatures. Like other vertebrates, fish sense water temperature using thermoreceptors in trigeminal and dorsal root ganglia neurons that innervate the skin. Recent research in larval zebrafish has revealed how neural circuits subsequently transform this sensation of temperature into thermoregulatory behaviors. Across fish species, thermoregulatory strategies rely on a modulation of swim vigor based on current temperature and a modulation of turning based on temperature change. Interestingly, temperature preferences are not fixed but depend on other environmental cues and internal states. The following review is intended as an overview on the current knowledge as well as open questions in fish thermoregulation.