Urbanization is considered as a major cause of widespread biodiversity loss in freshwater ecosystems. However, multidimensional fish diversity patterns driven by urbanization in subtropical rivers are still unclear. We studied fish taxonomic, functional, and phylogenetic diversity in rivers under a gradient of watershed urbanization (Maozhouhe, Guanlanhe and Shenzhenhe rivers are in urbanized watersheds while Pingshanhe and Dapengwan rivers are in forested watersheds) in Shenzhen, a megacity with rapid urbanization in south China. Fish assemblages showed significant differences between the forested and urbanized watersheds in both the wet and dry seasons. Rivers in the forest watersheds showed significantly higher taxonomic and functional but lower phylogenetic diversity patterns. Rivers in the urbanized watersheds were largely occupied by non-native species. Overall, there was a distinct difference in river fish assemblages between forested and urbanized watersheds, and urbanization largely affected multidimensional fish diversity. These results will help us to take more effective conservation and restoration measures, and provide an essential reference for ecological management and sustainability of urban rivers.