As natural and human-induced climate change forces organisms to adapt to changing environments and colonize new habitats, survival is dependent on their ability to respond to novel ecological challenges. Here, we use the three-spined stickleback fish Gasterosteus aculeatus to ask how adaptation to novel environments is reflected in the neuromolecular processing of three sensory modalities – olfaction, vision, and mechanosensation. Originally found in marine habitats, sticklebacks exhibit an impressive capacity to adapt to widely different environments, having invaded freshwater lakes and streams across the Northern hemisphere. We collected 64 fish in 8 distinct populations from marine, lowland spring-fed, highland spring-fed, and highland glacial waters in Iceland. The habitats vary in nutrient availability and water clarity among other ecological factors. Specifically, lowland and highland spring waters are clear and low in nutrients; marine environments are clear to turbid and high in nutrients; glacial waters are very turbid and nutrient-rich. Using a common garden experiment, we find that fish from different habitats show distinct behavioral responses to predator simulation experiments. Next, we assess variation in the transcriptomes of three sensory brain regions – olfactory bulb (OB, olfaction), optic tectum (OT, vision), and torus semicircularis (TS, mechanosensation) – across habitats and in response to a predator. We identify gene expression differences across populations and environments and gene co-expression modules associated with predator avoidance behavior. Our results reveal how variation in selective pressures and evolutionary divergence are reflected in transcriptomic changes in the brain.