Heat the skillet (or nonstick frying pan) with olive oil on medium heat. Add the mahi-mahi fillets to the skillet, and cook them for 5 minutes on each side. Flip the fillets over gently and cook them until both sides are golden brown and cooked through. Let rest on a plate.
Add lemon slices and butter to the skillet; keep stirring the sauce until butter melts. Transfer the mahi-mahi fillets to the skillet, and cook for an extra 1 to 2 minutes. Spoon the sauce over the fillets to get more flavors.