Keep sablefish cool on the trip from the market to your house. Never let it stay unrefrigerated for long. Sablefish is especially perishable. When you get home from the market, unwrap your sablefish, wipe it gently with a damp cloth, then tightly wrap in plastic or foil and store in the bottom of your refrigerator. Enjoy it within 24 hours. Frozen sablefish keeps two months in a refrigerator freezer compartment and three to four months in a deep-freeze. Cook frozen fillets without defrosting them.