Species richness has been found to increase from the poles to the tropics but with a small dip near the equator over all marine fishes. Phylogenetic diversity measures offer an alternative perspective on biodiversity linked to evolutionary history. If phylogenetic diversity is standardized for species richness, then it may indicate places with relatively high genetic diversity. Latitudes and depths with both high species and phylogenetic diversity would be a priority for conservation. We compared latitudinal and depth gradients of species richness, and three measures of phylogenetic diversity, namely average phylogenetic diversity (AvPD), the sum of the higher taxonomic levels (STL) and the sum of the higher taxonomic levels divided by the number of species (STL/spp) for modelled ranges of 5,619 marine fish species. We distinguished all, bony and cartilaginous fish groups and four depth zones namely: whole water column; 0 -200 m; 201-1,000 m; and 1,001-6,000 m; at 5° latitudinal intervals from 75°S to 75°N, and at 100 m depth intervals from 0 m to 3,500 m. Species richness and higher taxonomic richness (STL) were higher in the tropics and subtropics with a small dip at the equator, and were significantly correlated among fish groups and depth zones. Species assemblages had closer phylogenetic relationships (lower AvPD and STL/spp) in warmer (low latitudes and shallow water) than colder environments (high latitudes and deep sea). This supports the hypothesis that warmer shallow latitudes and depths have had higher rates of evolution across a range of higher taxa. We also found distinct assemblages of species in different depth zones such that deeper sea species are not simply a subset of shallow assemblages. Thus, conservation needs to be representative of all latitudes and depth zones to encompass global biodiversity.