Rett syndrome (RTT), a human neurodevelopmental disorder characterized by severe cognitive and motor impairments, is caused by dysfunction of the conserved transcriptional regulator Methyl‐CpG‐binding protein 2 (MECP2). Genetic analyses in mouse Mecp2 mutants, which exhibit key features of human RTT, have been essential for deciphering the mechanisms of MeCP2 function; nonetheless, our understanding of these complex mechanisms is incomplete. Zebrafish mecp2 mutants exhibit mild behavioral deficits but have not been analyzed in depth. Here, we combine transcriptomic and behavioral assays to assess baseline and stimulus‐evoked motor responses and sensory filtering in zebrafish mecp2 mutants from 5 to 7 days post‐fertilization (dpf). We show that zebrafish mecp2 function is required for normal thigmotaxis but is dispensable for gross movement, acoustic startle response, and sensory filtering (habituation and sensorimotor gating), and reveal a previously unknown role for mecp2 in behavioral responses to visual stimuli. RNA‐seq analysis identified a large gene set that requires mecp2 function for correct transcription at 4 dpf, and pathway analysis revealed several pathways that require MeCP2 function in both zebrafish and mammals. These findings show that MeCP2's function as a transcriptional regulator is conserved across vertebrates and supports using zebrafish to complement mouse modeling in elucidating these conserved mechanisms.