The occurrence of pharmaceutical compounds in wastewater treatment plants and surface waters has been detected worldwide, constituting a potential risk for aquatic ecosystems. Adult zebrafish, of both sexes, were exposed to three common pharmaceutical compounds (atenolol, ketoprofen and diclofenac) and their UV photolysis by-products over seven days. The results show that diclofenac was removed to concentrations < LOD after 5 min of UV irradiation. The oxidative stress response of zebrafish to pharmaceuticals and their photolysis by-products was evaluated through oxidative stress enzymes (glutathione-S-transferase, catalase, superoxide dismutase) and lipid peroxidation. Results suggest that the photolysis by-products of diclofenac were more toxic than those from the other compounds tested, showing an increase in GST and CAT levels, which are also supported by higher MDA levels. Overall, the toxicity of waters containing atenolol and ketoprofen was reduced after the parent compounds were transformed by photolysis, whereas the toxicity increased significantly from the by-products generated through diclofenac photolysis. Therefore, diclofenac photolysis would possibly necessitate higher irradiation time to ensure that the associated by-products are completely degraded to harmless form(s).