Tuning the visual sensory system to the ambient light is essential for survival in many animal species. This is often achieved through duplication, functional diversification, and/or differential expression of visual opsin genes. Here, we examined 753 new retinal transcriptomes from 112 species of cichlid fishes from Lake Tanganyika to unravel adaptive changes in gene expression at the macro-evolutionary and ecosystem level of one of the largest vertebrate adaptive radiations. We found that, across the radiation, all seven cone opsins-but not the rhodopsin-rank among the most differentially expressed genes in the retina, together with other vision-, circadian rhythm-, and hemoglobin-related genes. We propose two visual palettes characteristic of very shallow- and deep-water living species, respectively, and show that visual system adaptations along two major ecological axes, macro-habitat and diet, occur primarily via gene expression variation in a subset of cone opsin genes.