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Summary 1. Freshwater conservation has received less attention than its terrestrial or marine counterparts. Given the accelerated rate of change and intensive human use that freshwater ecosystems are submitted to, it is urgent to focus more attention on fresh waters. Existing conservation planning tools – such as Marxan – need to be modified to account for the special nature of these systems. Connectivity plays a key role in freshwater ecosystems. Threats are mediated along river corridors, and the condition of the entire catchment influences river biodiversity downstream. This needs to be considered in conservation planning. 2. The probabilities of occurrence of nine native freshwater fish species in a Mediterranean river basin, obtained from Multivariate Adaptive Regression Splines‐ Generalized Linear Model (MARS‐GLM) models, were used as features to develop spatial conservation priorities. The priorities accounted for complementarity and spatial design issues. 3. To deal with the connected nature of rivers, we modified Marxan’s boundary length penalty, avoiding the selection of isolated planning units and forcing the inclusion of closer upstream areas. We introduced ‘virtual boundaries’ between non‐headwater stream segments and added distance‐weighted penalties to the overall connectivity cost (CP) when stream segments upstream of the selected planning units are not selected. 4. This approach to prioritising connectivity is concordant with ecological theory, as it considers the natural and roughly exponential decay of upstream influences with distance. It accounts for the natural capacity of rivers to mitigate impacts when designing reserves. When connectivity was not emphasised, Marxan prioritised natural corridors for longitudinal movements. In contrast, whole sub‐basins were prioritised when connectivity was emphasised. Changing the relative emphasis on connectivity substantially changed the spatial prioritisation; our conservation investment could move from one basin to another. 5. Our novel approach to dealing with directional connectivity enables managers of freshwater systems to set ecologically meaningful spatial conservation priorities.