With 75 known species, the freshwater fish genus Sinocyclocheilus is the largest cavefish radiation in the world and shows multiple adaptations for cave‐dwelling (stygomorphic adaptations), which include a range of traits such as eye degeneration (normal‐eyed, micro‐eyed and eyeless), depigmentation of skin, and in some species, the presence of “horns”. Their behavioural adaptations to subterranean environments, however, are poorly understood. Wall‐following (WF) behaviour, where an organism remains in close contact with the boundary demarcating its habitat when in the dark, is a peculiar behaviour observed in a wide range of animals and is enhanced in cave dwellers. Hence, we hypothesise that wall‐following is also present in Sinocyclocheilus, possibly enhanced in eyeless species compared to eye bearing (normal‐/micro‐eyed species). Using 13 species representative of Sinocyclocheilus radiation and eye morphs, we designed a series of assays, based on pre‐existing methods for Astyanax mexicanus behavioural experiments, to examine wall‐following behaviour under three conditions. Our results indicate that eyeless species exhibit significantly enhanced intensities of WF compared to normal‐eyed species, with micro‐eyed forms demonstrating intermediate intensities in the WF distance. Using a mtDNA based dated phylogeny (chronogram with four clades A–D), we traced the degree of WF of these forms to outline common patterns. We show that the intensity of WF behaviour is higher in the subterranean clades compared to clades dominated by normal‐eyed free‐living species. We also found that eyeless species are highly sensitive to vibrations, whereas normal‐eyed species are the least sensitive. Since WF behaviour is presented to some degree in all Sinocyclocheilus species, and given that these fishes evolved in the late Miocene, we identify this behaviour as being ancestral with WF enhancement related to cave occupation. Results from this diversification‐scale study of cavefish behaviour suggest that enhanced wall‐following behaviour may be a convergent trait across all stygomorphic lineages.