For humans, fish consumption is the major source of mercury (Hg) exposure. The aim of this study was to assess the effect of Hg in the peacock blenny Salaria pavo, a species of the family of blennies that was used as indicator of water pollution. We performed a sublethal contamination of fish to 66 μg HgCl2 L−1 during 1, 4, 10 and 15 days but Hg concentration measured in the experimental water was much lower than the nominal concentration. Hg was also measured in both gill and liver tissues and displays a significant increase of its concentration in gills after 1 day of exposure followed by a decrease throughout the experiment. In the liver, Hg burden reaches its maximum at day 4 followed also by a decrease. Partial-length cDNA of mt1, mt2, gpx, cat, mnsod and cuznsod was characterized. Results from mRNA expression levels displayed an up-regulation of mt1, gpx and mnsod while a downregulation of cat was observed. Several biomarker activities were determined in gills and liver and exposure to Hg affected all antioxidant enzymes in gills. EROD, GST and GPx significantly decreased, while CAT levels increased from 4 days of Hg exposure. No lipid peroxidation (LPO) induction was observed in gills of exposed fish. Regarding the liver, the activity of all enzymes increased significantly from the beginning of the experiment. LPO induction was, however, induced after 4 days only. The histological analysis also performed indicated that fish exhibited several damages in gills and liver, mainly in relation to circulatory disturbances in the gills and regressive changes in the liver. All biomarkers assessed showed that peacock blennies are able to detoxify Hg from gill and liver tissues by developing various defense mechanisms.