Body colouration, a trait under strong selection, is influenced by the visual background of the environment. The stable influence of depth on visual background dynamics is due to light attenuation along the water column. Depth is also a key factor driving diversification in Sebastes rockfishes, influencing variations in several biological traits. Comparisons between closely related species suggest that brightly coloured species (red, orange, or yellow) tend to inhabit deeper waters and have slower growth rates compared to their shallow-water counterparts with dominance of dark colours (black, brown, or grey). Here, we used 377 photos from 100 Sebastes species, along with recently developed methods of colour quantification and phylogenetic comparative analyses, to assess this trend. Our analyses confirmed the separation of body colouration regarding depth, which was accompanied by differences in growth rates and morphological traits. This indicated that variations in body colourations are included in the ongoing correlational selection process dictated by depth. Analyses of closely related species indicated that depth is an initial driver of colour differentiation and that colour differences do not progressively increase with genetic divergences. We hypothesized that the bright-coloured rockfishes are found in deeper waters because in shallow environments they are more vulnerable to the potential negative effects of UV radiation and higher predation risk, while their predation successes are lessened, in comparison to dark-coloured rockfishes. Overall, this study emphasizes the intricate relationship between genetics, environment, adaptation, and the striking diversity of body colourations observed in Sebastes rockfishes.