Zebrafish are increasingly becoming popular as promising new model species for translational research in a variety of neurological fields. Because of their complex behaviors across all major neurobehavioral domains and strong genetic and physiological similarities to humans, zebrafish are well-suited to modelling many aspects of anxiety-related states. In this paper, we first summarized the behavioral models available in zebrafish, such as novel tank test, light/dark box test, open field test, and social preference test, and their efficacy in discovering anxiety-like indices in zebrafish, followed by highlighting the key neurotransmitter systems, such as glutamate and GABA. In addition, cortisol levels and gene expression were explored as well. Overall, this review discusses the benefits of using the zebrafish model for anxiety research and examines current research in the field.