We examined depth preference in adult zebrafish in a modified visual cliff apparatus, in which distance from the water surface and distance from the substrate could be independently manipulated. In one condition, when the two sides of the apparatus genuinely differed in depth, subjects showed a powerful preference for the deeper side. In another condition, both sides of the tank were set to the same depth using a glass insert, but one side was made to appear deeper by placing gravel substrate just below the glass floor on one side, and far below the glass floor on the other, in an analogue of the visual cliff paradigm. Although terrestrial animals tend to avoid the ‘deeper’-looking side of a visual cliff apparatus, zebrafish preferred the side that appeared deeper. They showed no preference for the side in which they could be closer to the gravel substrate. This effect appeared whether or not the gravel represented a novel stimulus for the fish. We conclude that escape from the surface, rather than approach to the substrate, motivates the diving response in zebrafish.