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Coral bleaching causes coral mortality that has knock-on effects on reef ecosystems, including reductions of some fish species. However, the extent of coral bleaching varies considerably among habitats. For example, deeper areas of reefs typically bleach less than areas in the shallows. However, rates of coral mortality at depth and the knock-on effects on other reef species are rarely documented. Here, we quantified the extent of coral bleaching and resulting mortality following a marine heat wave at Osprey Reef in the Coral Sea, Australia, along a depth gradient from 2 to 30 m. We also quantified the response of the associated reef fish assemblages. We found taxon-specific patterns in both bleaching and mortality, with some taxa bleaching less at depth, some bleached most at intermediate depths, and others exibiting no difference among depths. Similarly, bleaching-induced mortality varied among taxa and with depth. However, in the more abundant taxa (e.g. Acropora, Montipora and Porites), mortality was lower at greater depths. Reef fish assemblage structure had not changed 1 yr after bleaching. The relatively high incidence of bleaching at depth compared to other studies is likely due to high light penetration in the clear waters of the Coral Sea, suggesting corals in these habitats have a higher risk of bleaching during thermal anomalies. Nonetheless, corals capable of living in deeper waters appear more likely to have persisted through this severe bleaching event, while the fish assemblage did not change in response to the loss of live coral cover.