I'm inclined to believe they do. I had only two large Koi in my fishpond that had been together for at least 4 or 5 years and one (the smaller of the two) just up and died a couple of weeks ago. The remaining fish was continuously nudging it's dead mate in attempt to try and revive it perhaps, until we removed it. Now the last fish refuses to eat and I can only assume it's heartbroken and lonely. What do you think?

Fish feel pain, so I guess they also have some kind of emotions. Find a new koi. 

 

https://en.wikipedia.org/wiki/Pain_in_fish

Agreed.  Find a new Koi-friend for your remaining fish.

They are sentient, and they have some sort of internal mental life. Whether that's equivalent to our emotions is probably unknowable. But some species have complex social structures, and within those they have strong preferences for which individuals they choose to spend time with and which ones they avoid. They are aware when an individual they prefer dies or is removed from the community. They look for them or wait for them in their favourite places.

 

There is a lot of behavioural evidence that they thrive when they are surrounded by individuals they prefer and do poorly when forced to be alone or with individuals they would not choose to be around. It's probably anthropomorphic to say they are happier when they are with friends, but behaviorally, that's what it looks like.

 

Commercial fish farms have to keep the fish 'happy' because they won't eat well or breed well if they don't. Even if all of their physical and nutritional needs are well met, they are still prone to something akin to depression or stress.

 

Get it some new friends as soon as you can.