Some fish have acquired the ability to breathe air, but these fish can no longer flush their gills effectively when out of water. Hence, they have developed characteristic means for defense against external stressors, including thirst (osmolarity/ions) and toxicity. Amphibious fish, extant air-breathing fish emerged from water, may serve as models to examine physiological responses to these stressors. Some of these fish, including mudskipper gobies such as Periophthalmodon schlosseri, Boleophthalmus boddarti and our Periophthalmus modestus, display distinct adaptational behaviors to these factors compared with fully aquatic fish. In this review, we introduce the mudskipper goby as a unique model to study the behaviors and the neuro/endocrine mechanisms of behavioral responses to the stressors. Our studies have shown that a local sensation of thirst in the buccal cavity—this being induced by dipsogenic hormones—motivates these fish to move to water through a forebrain response. The corticosteroid system, which is responsive to various stressors, also stimulates migration, possibly via the receptors in the brain. We suggest that such fish are an important model to deepen insights into the stress-related neuro/endocrine-behavioral effects.