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Rocky banks (i.e. sea mountain-like structures rising from the sea bottom) are hard substrate habitats of high socio-economic value (e.g. for fishermen and divers) and ecological relevance as they often host unusually high density of fish. Here we tested whether the response of fish assemblages to protection (i.e. related to the presence of a Marine Protected Area (MPA)) in rocky banks is comparable with the response of rocky reefs dropping from the coast (hereafter called ‘coastal rocky substrates’), and whether there are differences between fish assemblages associated with protected and unprotected rocky banks. Fish assemblages were assessed in shallow and deep coastal rocky substrates, and in rocky banks, in unprotected and protected conditions at a Mediterranean MPA in north-east Sardinia in August 2007 and 2008. Whole fish assemblage structures (in terms of biomass) differed between protected and unprotected conditions in both study years. Fish assemblages at rocky banks, in addition, differed from those associated with coastal rocky substrates. Total fish biomass (summing contribution of all species) was higher under protected than unprotected condition in 2007, while species richness and total fish density did not demonstrate any significant change related to protection. The responses to protection displayed by the target species Epinephelus marginatus and Diplodus sargus were clear especially in terms of greater frequency of large-sized specimens in both study years. Biomass of E. marginatus in 2007 and density of D. sargus in 2007 and 2008 were significantly higher in protected than unprotected conditions, especially in protected rocky banks. This study emphasizes the ecological and socio-economic role of protection and the potential role of rocky banks within management/conservation programmes in the Mediterranean Sea.