This study was conducted to explore price integration between producer prices, export and retail price of live catfish in Nigeria. Unit root test indicates that the prices were non-stationary and therefore were made stationary by first difference. The Johansen co-integration analysis was used to test for relationship between the prices. Results indicated that producer and export prices are co-integrated and form part of the same market. However, Granger causality Wald test suggested that retail prices do have a causal relationship with producer prices. The dynamic regression analysis of prices also revealed that the markets for live catfish have strong price linkages and thus are spatially integrated.