Which is not a true fish?

True fish (grouped across Agnatha, Chondrichthyes, and Osteichthyes) are aquatic vertebrates: they breathe using gills, swim using fins, and live their whole life in water.

Many creatures carry the word "fish" in their common name purely by folk naming convention, even when they share none of these traits. One of the four options here is exactly such a case: it is a wingless insect with three pairs of legs and antennae that lives on land, and it has neither gills nor fins.

Contrast with the other three: Lung fish are bony fish (sarcopterygians) that supplement gill breathing with a primitive lung to survive low-oxygen water, but remain true fish. Cat fish are bony fish (order Siluriformes) named for their whisker-like barbels, with gills and fins. Dog fish are small sharks — cartilaginous fish (class Chondrichthyes) — with gills and fins, named for their pack-hunting habit, not for any non-fish trait.

Silver fish is therefore the option that is not a true fish.