We report on the effect of different coatings (dextran, chitosan, polyethylene glycol, carboxy-silane, and silica) in the toxicity elicited by superparamagnetic iron oxide nanoparticles (SPIONs) in the developing zebrafish (Danio rerio). Animals were exposed to nanoparticle concentrations ranging from 0.125 to 8.0 mM of Fe during the first 5 days after fertilization. Embryotoxicity parameters (survival, hatching rate, and the incidence of anatomical malformations) and behavioral patterns (locomotion during the exploration of a new environment, thigmotaxis, and the escape response to an aversive stimulus) were evaluated. Exposed embryos hatched between 48 and 72 hpf, as expected for the species, but tendencies of either acceleration or delay were observed, depending on the nanoparticle coating. Malformations in exposed and control groups were similar, independent of the coating. Mortality rates were also not significantly affected by exposure to most of the coated SPIONs, except for animals treated with chitosan-coated nanoparticles, which induced 100% mortality at concentrations higher than 2 mM. A similar trend was observed in the behavioral parameters, in which significant adverse effects were mostly caused by chitosan-coated nanoparticles even at low concentrations. The higher toxicity observed for chitosan-coated particles raises concern and deserves further mechanistic investigations, considering the ample use of this compound in pharmaceutical and biomedical applications.