In the Antarctic, fishes of dominant suborder Notothenioidei have evolved in a unique thermal scenario. Phylogenetically related taxa of the suborder live in a wide range of latitudes, in Antarctic, sub-Antarctic and temperate oceans. Consequently, they offer a remarkable opportunity to study the physiological and biochemical characters gained and, conversely, lost during their evolutionary history. The evolutionary perspective has also been pursued by comparative studies of some features of the heme protein devoted to O(2) transport in fish living in the other polar region, the Arctic. The two polar regions differ by age and isolation. Fish living in each habitat have undergone regional constraints and fit into different evolutionary histories. The aim of this contribution is to survey the current knowledge of molecular structure, functional features, phylogeny and adaptations of the haemoglobins of fish thriving in the Antarctic, sub-Antarctic and Arctic regions (with some excursions in the temperate latitudes), in search of insights into the convergent processes evolved in response to cooling. Current climate change may disturb adaptation, calling for strategies aimed at neutralising threats to biodiversity.