Determining the links between the behavioural and population responses of wild species to environmental variations is critical for understanding the impact of climate variability on ecosystems. Using long-term data sets, we show how large-scale climatic anomalies in the Southern Hemisphere affect the foraging behaviour and population dynamics of a key marine predator, the king penguin. When large-scale subtropical dipole events occur simultaneously in both subtropical Southern Indian and Atlantic Oceans, they generate tropical anomalies that shift the foraging zone southward.