The expression of cone opsin genes is a primary determinant of the characteristics of colour vision. Interspecific variation in opsin expression is common in African cichlids. It is correlated with foraging among cichlids from Lake Malawi, and with ambient light environment among cichlids from Lake Victoria. In this study, we tested whether gene expression varied within species such that it might be important in contributing to divergence. We hypothesized that light attenuation with depth would be correlated with predictable changes in gene expression in Lake Malawi, and that this variation would tune visual sensitivities to match the ambient light environment. We observed significant differences in cone opsin expression in three different comparisons among populations of the same species. Higher LWS expression was found in shallow versus deep Copadichromis eucinostomus. In Metriaclima zebra, individuals from Zimbawe Rock expressed significantly more SWS2B than those from Thumbi West Island, although these locales have similar ambient light environments. Finally, Tropheops gracilior from deeper water had significantly more variation in expression than their shallow counterparts. These results support that gene expression varies significantly between populations of the same species. Surprisingly, these results could not be explained by predicted visual performance as models predicted that differential expression patterns did not confer sensitivity advantages at different depths. This suggested that expression variation did not confer a local sensitivity advantage. Therefore, our findings were contrary to a primary requirement of the sensory bias hypothesis. As such, other explanations for intraspecific gene expression variation need to be tested.