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Image segmentation is an important step in many computer vision and image processing algorithms. It is often adopted in tasks such as object detection, classification, and tracking. The segmentation of underwater images is a challenging problem as the water and particles present in the water scatter and absorb the light rays. These effects make the application of traditional segmentation methods cumbersome. Besides that, to use the state-of-the-art segmentation methods to face this problem, which are based on deep learning, an underwater image segmentation dataset must be proposed. So, in this paper, we develop a dataset of real underwater images, and some other combinations using simulated data, to allow the training of two of the best deep learning segmentation architectures, aiming to deal with segmentation of underwater images in the wild. In addition to models trained in these datasets, fine-tuning and image restoration strategies are explored too. To do a more meaningful evaluation, all the models are compared in the testing set of real underwater images. We show that methods obtain impressive results, mainly when trained with our real dataset, comparing with manually segmented ground truth, even using a relatively small number of labeled underwater training images.