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There is increasing interest in using higher-trophic level predators as ecosystem indicators because their performance is presumed to be linked to the overall function of the ecosystem that supports them. In the southwest Atlantic sector of the Southern Ocean, Antarctic krill (Euphausia superba) supports huge predator populations as well as a growing commercial fishery. To utilize information from the ecosystem in an adaptive framework for sustainably managing krill catch levels, performance indices of krill predators have been proposed as a proxy for krill abundance. However, there are several potentially confounding sources of variability that might impact predator performance such as the effects of environmental variability and fishing pressure on krill availability at scales relevant to predators. In this context, our study capitalises on the occurrence of an unexpected El Niño event to characterise how environmental variability can drive changes in predator foraging behaviour. We demonstrate a clear link between coastal downwelling and changes in the at-sea habitat usage of chinstrap penguins (Pygoscelis antarctica) foraging in a local krill fishing area. Penguins tracked from their breeding colonies on Powell Island, Antarctic Peninsula, undertook fewer, longer foraging trips during the downwelling-affected season compared with the season where no such downwelling was detected, suggesting that changes in climate-driven oceanography may have reduced krill availability along the northern shelf of the island. Our study demonstrates that penguin foraging behaviour is modified by scale-dependent processes, which if not accounted for may result in erroneous conclusions being drawn when using penguins as bioindicators of krill abundance.