Responding appropriately to stressful stimuli is essential for survival of an organism. Extensive research has been done on a wide spectrum of stress-related diseases and psychiatric disorders, yet further studies into the genetic and neuronal regulation of stress are still required to develop better therapeutics. The zebrafish provides a powerful genetic model to investigate the neural underpinnings of stress, as there exists a large collection of mutant and transgenic lines. Moreover, pharmacology can easily be applied to zebrafish, as most drugs can be added directly to water. We describe here the use of the 'novel tank test' as a method to study innate stress responses in zebrafish, and demonstrate how potential anxiolytic drugs can be validated using the assay. The method can easily be coupled with zebrafish lines harboring genetic mutations, or those in which transgenic approaches for manipulating precise neural circuits are used. The assay can also be used in other fish models. Together, the described protocol should facilitate the adoption of this simple assay to other laboratories.