Far from being devoid of life, Antarctic waters are home to Cryonotothenioidea, which represent one of the fascinating cases of evolutionary adaptation to extreme environmental conditions in vertebrates. Thanks to a series of unique morphological and physiological peculiarities, which include the paradigmatic case of loss of hemoglobin in the family Channichthyidae, these fish survive and thrive at sub-zero temperatures. While some of the distinctive features of such adaptations have been known for decades, our knowledge of their genetic and molecular bases is still limited. We generated a reference de novo assembly of the icefish Chionodraco hamatus transcriptome and used this resource for a large-scale comparative analysis among five red-blooded Cryonotothenioidea, the sub-Antarctic notothenioid Eleginops maclovinus and seven temperate teleost species. Our investigation targeted the gills, a tissue of primary importance for gaseous exchange, osmoregulation, ammonia excretion, and its role in fish immunity. One hundred and twenty genes were identified as significantly up-regulated in Antarctic species and surprisingly shared by red- and white-blooded notothenioids, unveiling several previously unreported molecular players that might have contributed to the evolutionary success of Cryonotothenioidea in Antarctica. In particular, we detected cobalamin deficiency signatures and discussed the possible biological implications of this condition concerning hematological alterations and the heavy parasitic loads typically observed in all Cryonotothenioidea.