The first steps towards establishing xenografts in zebrafish embryos were performed by Lee et al., 2005 and Haldi et al., 2006, paving the way for studying human cancers using this animal species. Since then, the xenograft technique has been improved in different ways, ranging from optimizing the best temperature for xenografted embryo incubation, testing different sites for injection of human tumor cells, and even developing tools to study how the host interacts with the injected cells. Nonetheless, a standard protocol for performing xenografts has not been adopted across laboratories, and further research on the temperature, microenvironment of the tumor or the cell–host interactions inside of the embryo during xenografting is still needed. As a consequence, current non-uniform conditions could be affecting experimental results in terms of cell proliferation, invasion, or metastasis; or even overestimating the effects of some chemotherapeutic drugs on xenografted cells. In this review, we highlight and raise awareness regarding the different aspects of xenografting that need to be improved in order to mimic, in a more efficient way, the human tumor microenvironment, resulting in more robust and accurate in vivo results.