1. Ocean sunfish (Mola mola) were believed to be inactive jellyfish feeders because they are often observed lying motionless at the sea surface. Recent tracking studies revealed that they are actually deep divers, but there has been no evidence of foraging in deep water. Furthermore, the surfacing behaviour of ocean sunfish was thought to be related to behavioural thermoregulation, but there was no record of sunfish body temperature. 2. Evidence of ocean sunfish feeding in deep water was obtained using a combination of an animal-borne accelerometer and camera with a light source. Siphonophores were the most abundant prey items captured by ocean sunfish and were typically located at a depth of 50–200 m where the water temperature was <12°C. Ocean sunfish were diurnally active, made frequently deep excursions, and foraged mainly at 100–200-m depths during the day. 3. Ocean sunfish body temperatures were measured under natural conditions. The body temperatures decreased during deep excursions and recovered during subsequent surfacing periods. Heat-budget models indicated that the whole-body heat-transfer coefficient between sunfish and the surrounding water during warming was 3–7 times greater than that during cooling. These results suggest that the main function of surfacing is the recovery of body temperature, and the fish might be able to increase heat gain from the warm surface water by physiological regulation. 4. The thermal environment of ocean sunfish foraging depths was lower than their thermal preference (approx. 16–17°C). The behavioural and physiological thermoregulation enables the fish to increase foraging time in deep, cold water. 5. Feeding rate during deep excursions was not related to duration or depth of the deep excursions. Cycles of deep foraging and surface warming were explained by a foraging strategy, to maximize foraging time with maintaining body temperature by vertical temperature environment.