The behaviour of southern elephant seals from Kerguelen Island (49° 50′ S, 70° 30′ E) was investigated in relation to the oceanographic regions of the Southern Ocean. The oceanographic and the seal behaviour data, including location and diving activity, were collected using a new generation of satellite-relayed devices measuring and transmitting pressure, temperature, and salinity along with locations. Dive duration, maximum diving depth, time spent at the bottom of the dives, and shape of dive profiles were compared between male and female seals, and were related to the oceanographic characteristics of areas prospected by the seals. Most animals travelled to the Antarctic shelf. However, during winter, adult females travelled away from the continent, remained and foraged within the marginal sea-ice zone, while juvenile males remained within the pack ice to forage mainly on the Antarctic shelf. Therefore, as the ice expanded females appeared to shift from benthic to pelagic foraging farther north, while males continued to forage almost exclusively benthically on the continental shelf. This difference is likely related to the different energetic requirements between the two sexes, but also may be related to pregnant females having to return to Kerguelen in early spring in order to give birth and successfully raise their pups, while males can remain in the ice. Our results show an important link between elephant seals and Antarctic sea ice and suggest that changes in sea-ice conditions could strongly affect the behaviour of this species.