The aim of this work is to investigate the effect of a temperature increase on the behaviour of adult zebrafish (Danio rerio) maintained for 21 days at 34 °C (treatment) and 26 °C (control). The temperatures chosen are within the vital range of zebrafish and correspond to temperatures that this species encounters in the natural environment. Previous results showed that the same treatment affects the brain proteome and the behaviour of adult zebrafish by producing alterations in the proteins involved in neurotransmitter release and synaptic function and impairing fish exploratory behaviour. In this study, we have investigated the performance of treated and control zebrafish during environmental exploration by using four behavioural tests (novel tank diving, light and dark preference, social preference and mirror biting) that are paradigms for assessing the state of anxiety, boldness, social preference and aggressive behaviour, respectively. The results showed that heat treatment reduces anxiety and increases the boldness of zebrafish, which spent more time in potentially dangerous areas of the tank such as the top and the uncovered bright area and at a distance from the social group, thus decreasing protection for the zebrafish. These data suggest that the increase in ambient temperature may compromise zebrafish survival rate in the natural environment.