Actinopterygians (ray-finned fishes) are the most diversified group of vertebrates and are characterized by a variety of protective structures covering their tegument, the evolution of which has intrigued biologists for decades. Paleontological records showed that the first mineralized vertebrate skeleton was composed of dermal bony plates covering the body, including odontogenic and skeletogenic components. Later in evolution, the exoskeleton of actinopterygian’s trunk was composed of scale structures. Although scales are nowadays a widespread tegument cover, some contemporary lineages do not have scales but bony plates covering their trunk, whereas other lineages are devoid of any such structures. To understand the evolution of the tegument coverage and particularly the transition between different structures, we investigated the pattern of scale loss events along actinopterygian evolution and addressed the functional relationship between the scaleless phenotype and the ecology of fishes. Furthermore, we examined whether the emergence of trunk bony plates was dependent over the presence or absence of scales. To this aim, we used two recently published actinopterygian phylogenies, one including > 11,000 species, and by using stochastic mapping and Bayesian methods, we inferred scale loss events and trunk bony plate acquisitions. Our results reveal that a scaled tegument is the most frequent state in actinopterygians, but multiple independent scale loss events occurred along their phylogeny with essentially no scale re-acquisition. Based on linear mixed models, we found evidence supporting that after a scale loss event, fishes tend to change their ecology and adopt a benthic lifestyle. Furthermore, we show that trunk bony plates appeared independently multiple times along the phylogeny. By using fitted likelihood models for character evolution, we show that trunk bony plate acquisitions were dependent over a previous scale loss event. Overall, our findings support the hypothesis that tegument cover is a key evolutionary trait underlying actinopterygian radiation.Impact SummaryRay-finned fishes (actinopterygians) are the most diverse vertebrate group in the world. The majority of these fishes possess scales as a protective shield covering their trunk. However, several lineages display a body armour composed of trunk bony plates or are devoid of any protective structures. The diversity and the transitions between different tegument coverage types have not been previously studied in an evolutionary framework. Here, we investigate which structure was present at the origin of ray-finned fishes and how the different phenotypes emerged through time.We show that a scaled tegument was the most widespread sate along ray-finned fish evolution, yet scale losses occurred multiple independent times, while acquiring scales again almost never happened. Moreover, we reveal that scaleless teguments most probably led species to change their ecology and colonise the floors of oceans and water bodies. The functional advantages of a scaleless tegument in a benthic environment are yet to be demonstrated, but the increased cutaneous respiration could be an explanation. We show that trunk bony plates also emerged independently multiple times along the evolution of ray-finned fishes but these armours protecting the trunk can only appear after a scale loss event. Therefore, while the acquisitions of trunk bony plates are phylogenetically independent, they need a “common ground” to emerge. All together, our findings provide evidence that the various tegument covers have contributed to the outstanding diversification of ray-finned fishes.