The sterol hormone, 1α,25-dihydroxyvitamin D₃ (1α,25(OH)₂D₃), regulates gene expression and messenger RNA (mRNA) concentrations in zebrafish in vivo. Since mRNA concentrations and translation are influenced by micro-RNAs (miRNAs), we examined the influence of 1α,25(OH)₂D₃ on miRNA expression in zebrafish in vivo with whole transcriptome RNA sequencing, searched for miRNA binding sites in 1α,25(OH)₂D₃-sensitive genes, and performed correlation analyses between 1α,25(OH)₂D₃-sensitive miRNAs and mRNAs. In vehicle- and 1α,25(OH)₂D₃-treated, 7-day postfertilization larvae, between 282 and 295 known precursor miRNAs were expressed, and in vehicle- and 1α,25(OH)₂D₃-treated fish, between 83 and 122 novel miRNAs were detected. Following 1α,25(OH)₂D₃ treatment, 31 precursor miRNAs were differentially expressed (p<0.05). The differentially expressed miRNAs are predicted to potentially alter mRNAs for metabolic enzymes, transcription factors, growth factors, and Jak-STAT signaling. We verified the role of a 1α,25(OH)₂D₃-sensitive miRNA, miR125b, by demonstrating alterations in the concentrations of the mRNA of a 1α,25(OH)₂D₃-regulated gene, Cyp24a1, following transfection of renal cells with a miR125b miRNA mimic. Changes in the Cyp24a1 mRNA concentration by the miR125b miRNA mimic were associated with changes in the protein for Cyp24a1. Our data show that 1α,25(OH)₂D₃ regulates miRNA in zebrafish larvae in vivo and could thereby influence vitamin D-sensitive mRNA concentrations.