Although penguins are key marine predators from the Southern Ocean, their migratory behaviour during the inter-nesting period remains widely unknown. Here, we report for the first time, to our knowledge, the winter foraging movements and feeding habits of a penguin species by using geolocation sensors fitted on penguins with a new attachment method. We focused on the macaroni penguin Eudyptes chrysolophus at Kerguelen, the single largest consumer of marine prey among all seabirds. Overall, macaroni penguins performed very long winter trips, remaining at sea during approximately six months within the limits of the Southern Ocean. They departed from Kerguelen in an eastward direction and distributed widely, over more than 3.10(6) km(2). The penguins spent most of their time in a previously unrecognized foraging area, i.e. a narrow latitudinal band (47-49 degrees S) within the central Indian Ocean (70-110 degrees E), corresponding oceanographically to the Polar Frontal Zone. There, their blood isotopic niche indicated that macaroni penguins preyed mainly upon crustaceans, but not on Antarctic krill Euphausia superba, which does not occur at these northern latitudes. Such winter information is a crucial step for a better integrative approach for the conservation of this species whose world population is known to be declining.