Fish skeletal development has long been correlated with nutritional factors. Lack of zebrafish nutritional standardization, especially during the early stages, decreases the reproducibility of the conducted research. The present study represents an evaluation of four commercial (A, D, zebrafish specific; B, generic for freshwater larvae; C, specific for marine fish larvae) and one experimental (Ctrl) early diets on zebrafish skeletal development. Skeletal abnormalities rates in the different experimental groups were assessed at the end of the larval period (20 days post-fertilization, dpf) and after a swimming challenge test (SCT, 20–24 dpf). At 20 dpf, results revealed a significant effect of diet on the rate of caudal-peduncle scoliosis and gill-cover abnormalities, which were relatively elevated in B and C groups. SCT results focused on swimming-induced lordosis, which was comparatively elevated in diets C and D (83% ± 7% and 75% ± 10%, respectively, vs. 52% ± 18% in diet A). No significant effects of dry diets were observed on the survival and growth rate of zebrafish. Results are discussed with respect to the deferential diet composition between the groups and the species requirements. A potential nutritional control of haemal lordosis in finfish aquaculture is suggested.