Respiration in fishes involves buccal pumping, which is characterized by the generation of nearly continuous water flow over the gills because of the rhythmic expansion/compression of the pharyngeal cavity. This mechanism is achieved by the functions of the vascular, skeletal, and muscular systems. However, the process by which the embryo establishes the mechanism remains a mystery. Morphological and kinematical observations on captive cloudy catsharks, Scyliorhinus torazame, have suggested that the embryo starts buccal pumping just before the respiratory slits open on the egg capsule. During the pre-opening period, the embryo acquires oxygen mainly via the external gill filaments. After slit opening, respiration of the embryo involves buccal pumping to pass water over the “internal gills.” The onset of buccal pumping accompanies four morphological changes: (1) regression of the external gill filaments, (2) development of blood vessels within the “internal gills,” (3) completion of the development of hyoid skeletal and muscular elements, and (4) development of the oral valve. A previous study showed that buccal pumping allows the embryo to actively regulate oxygen intake by changing the pumping frequency. Thus, establishment of buccal pumping in the egg capsule is probably important for embryo survival in the unstable oxygen environment of the egg capsule after slit opening.