Large-bodied pelagic ectotherms such as sharks need to maintain internal temperatures within a favourable range in order to maximise performance and be cost-efficient foragers. This implies that behavioural thermoregulation should be a key feature of the movements of these animals, although field evidence is limited. We used depth and temperature archives from pop-up satellite tags to investigate the role of temperature in driving vertical movements of 16 oceanic whitetip sharks, Carcharhinus longimanus, (OWTs). Spectral analysis, linear mixed modelling, segmented regression and multivariate techniques were used to examine the effect of mean sea surface temperature (SST) and mixed layer depth on vertical movements. OWTs continually oscillated throughout the upper 200 m of the water column. In summer when the water column was stratified with high SSTs, oscillations increased in amplitude and cycle length and sharks reduced the time spent in the upper 50 m. In winter when the water column was cooler and well-mixed, oscillations decreased in amplitude and cycle length and sharks frequently occupied the upper 50 m. SSTs of 28 oC marked a distinct change in vertical movements and the onset of thermoregulation strategies. Our results have implications for the ecology of these animals in a warming ocean.