Objectives: This study aimed to compare diet-induced obesity (DIO) models in zebrafish and investigate the complications and differences between sexes in biochemical and inflammatory parameters. Methods: Adult animals of both sexes were divided into four groups (n = 50) and fed for eight weeks: control group 1: Artemia sp. (15–30 mg/day/fish); control group 2: commercial fish food (3.5% of average weight); obesity group 1: pasteurized egg yolk powder + soybean oil (5% of average weight); obesity group 2: Artemia sp. (60–120 mg/day/fish). Dietary intake, caloric intake and efficiency, body mass index, biochemical, inflammatory, behavioral, histopathological, and stereological parameters, and inflammation-related gene expression were investigated. Results: Obesity group 1 was the most indicated to investigate changes in the anxious behavioral profile (p < 0.05), triglyceride elevation [52.67 (1.2) mg/dL], adipocyte hypertrophy [67.8 (18.1) µm2; p = 0.0004], and intestinal inflammation. Obesity group 2 was interesting to investigate in terms of weight gain [167 mg; p < 0.0001), changes in fasting glucose [48.33 (4.14) mg/dL; p = 0.003), and inflammatory parameters [IL-6: 4.24 (0.18) pg/mL; p = 0.0015]. Conclusions: Furthermore, both DIO models evaluated in the present study were effective in investigating hepatic steatosis. The data also highlighted that sex influences inflammatory changes and fasting blood glucose levels, which were higher in males (p > 0.05). The results show new metabolic routes to be explored in relation to DIO in zebrafish.