In most non-mammalian model organisms, sleep is operationally defined as persistent locomotor quiescence (e.g., ≥1 min) associated with decreased arousal1–3. In contrast to the long-established subdivision of mammalian sleep by eye movements4–9, the existence of sleep-associated eye movements and, more broadly, discrete sleep substates in non-mammalian organisms remains actively debated10–14. Here we present the first systematic investigation of fish eye movements during naturally occurring sleep across the full circadian cycle, under light–dark cycles as well as constant light and constant darkness. Across Danio species (Danio rerio, Danio nigrofasciatus and Danio aesculapii), we identify four discrete, conserved sleep substates with circadian organization: three sleep states with distinct eye-movement kinematics (QEM-1, QEM-2 and QEM-3) and one sleep state with no eye movements (QNEM). QNEM predominates at night, QEM-2 increases toward morning, and unexpectedly, QEM-1 occurs almost exclusively during the day. QEM-1 fulfills multiple criteria for sleep in zebrafish, including elevated arousal thresholds, partial loss of postural control, homeostatic rebound after deprivation, noradrenergic suppression, and brain-wide neural dynamics that encode state progression. Altogether, these findings uncover a previously unrecognized sleep architecture in larval fish, in which multiple substates with distinct eye-movement kinematics are conserved across Danio species and gated by circadian time and ambient light.