Nests are the key elements of the reproductive repertoire of several fish species. Understanding the physiological aspects behind their nesting behaviour is imperative to improve our knowledge about behavioural mechanisms focusing on species conservation. Nevertheless, current knowledge on fish nesting is still underexplored. Here, we show a synthesis based on an integrative approach for understanding the diversity of nesting behaviour in fish. Because a nest sometimes does not involve new buildings (as in birds), we suggest a more comprehensive definition based on the behaviour instead of the structure per se. Forty fish families were recorded as they made nests, which were sorted into six main types: bowls, burrows, foam nests, nests made of plant matter and animal parts, besides nests made on clean rock surfaces. Besides spawning and parental care, these nests also serve as a refuge against predators and male competitors, as targets for sexual selection, including bowers with no parental care function, and badges of social status. We showed that, although it is advantageous to what the Darwinian fitness of the species is concerned, nesting also requires time and energy. We propose an evolution of nest types and functions, from the ancestral bowl used as refuge to derived foam nests with sexual selection functions. Physiologically, nesting is controlled by the HPG axis and particular brain circuits, this probably being the less explored subject. Finally, we highlighted that, in the changing world of the Anthropocene, nesting behaviour emerges as a framework to indicate the quality of the aquatic environments.