Milk oligosaccharides are a complex class of carbohydrates that act as bioactive factors in numerous defensive and physiological functions, including brain development. Early nutrition can modulate nervous system development and can lead to epigenetic imprinting. We attempted to increase the sialylated oligosaccharide content of zebrafish yolk reserves, with the aim of evaluating any short-term effects of the treatment on mortality, locomotor behavior, and gene expression. Wild-type embryos were microinjected with saline solution or solutions containing sialylated milk oligosaccharides extracted from human and bovine milk. The results suggest that burst activity and larval survival rates were unaffected by the treatments. Locomotion parameters were found to be similar during the light phase between control and treated larvae; in the dark, however, milk oligosaccharide-treated larvae showed increased test plate exploration. Thigmotaxis results did not reveal significant differences in either the light or the dark conditions. The RNA-seq analysis indicated that both treatments exert an antioxidant effect in developing fish. Moreover, sialylated human milk oligosaccharides seemed to increase the expression of genes related to cell cycle control and chromosomal replication, while bovine-derived oligosaccharides caused an increase in the expression of genes involved in synaptogenesis and neuronal signaling. These data shed some light on this poorly explored research field, showing that both human and bovine oligosaccharides support brain proliferation and maturation.