The Gobiidae family occupy one of the most diverse habitat ranges of all fishes. One key reason for their successful colonization of different habitats is their ability to adapt to different energy demands. This energy requirement is related to the ability of mitochondria in cells to generate energy via oxidative phosphorylation (OXPHOS). Here, we assembled three complete mitochondrial genomes of Rhinogobius shennongensis, Rhinogobius wuyanlingensis, and Chaenogobius annularis. These mitogenomes are circular and include 13 protein-coding genes (PCGs), two rRNAs, 22 tRNAs, and one non-coding control region (CR). We used comparative mitochondrial DNA (mtDNA) genome and selection pressure analyses to explore the structure and evolutionary rates of Gobiidae mitogenomics in different environments. The CmC model showed that the ω ratios of all mtDNA PCGs were <1, and that the evolutionary rate of adenosine triphosphate 8 (atp8) was faster in Gobiidae than in other mitochondrial DNA PCGs. We also found evidence of positive selection for several sites of NADH dehydrogenase (nd) 6 and atp8 genes. Thus, divergent mechanisms appear to underlie the evolution of mtDNA PCGs, which might explain the ability of Gobiidae to adapt to diverse environments. Our study provides new insights on the adaptive evolution of Gobiidae mtDNA genome and molecular mechanisms of OXPHOS.