Patterns of vertical movement structure the ecology of sharks that inhabit the open ocean. We investigated the role of temperature in driving the vertical movements of 16 oceanic whitetip sharks (Carcharhinus longimanus) from which pop-up satellite archival tags were physically recovered in the western North Atlantic Ocean. The tags recorded depth and temperature continuously at a two minute sampling interval and were attached to the sharks for a mean 185 ± 23 days (range 21-331). These animals inhabited a seasonally changing water column, allowing us to use these seasonal changes as a natural thermal-choice experiment. We used spectral analysis, linear mixed modelling and segmented regression techniques to look at the effect of average sea surface temperature (SST) and mixed layer depth on a range of vertical movement behaviours. Oceanic whitetip sharks continually oscillated throughout the top 200 m of the water column. In summer months, when the water column became well-stratified with high SSTs, oscillations increased in amplitude and cycle length and sharks reduced the proportion of time spent in the top 50 m. In a well-mixed winter water column, these behaviours were reversed. A breakpoint of approximately 28oC marked a distinct change in vertical movement behaviours and the potential onset of reverse thermoregulation strategies. These results have implications for overlap with human use activities, and for predicting the effects of future environmental change.