Answer:
I think this will answer your question. This is information is not mine and this rightfully belongs to columbia.edu.
This brightly colored fish is native to the Indo-Pacific from Australia north to southern Japan and south to Micronesia. The lionfish is usually found in coral reefs of tropical waters, hovering in caves or near crevices. Native regions as well as Savannah, Georgia; Palm Beach and Boca Raton, Florida; Long Island, New York; Bermuda and possibly Charleston. In southern Florida and off the coast of the Carolinas in early to mid 1990s.