Ecogeographical rules inform our understanding of biodiversity by seeking reliable associations between organismal phenotypes and environmental factors. Reminiscent of classic ecogeographical rules, environmental factors vary in predictable ways with ocean depth, leading to predictions about organismal phenotypes. A valuable group for studying associations between habitat depth and phenotype is cylindroleberidid ostracods (Crustacea) because of previous phylogenetic analyses and their enormous depth range. Using phylogenetic comparative methods, we asked how habitat depth relates to body size and eye morphology in 232 cylindroleberidid species measured from museum specimens and literature descriptions. For each species, we recorded maximum habitat depth, body size, absolute eye size, number of ommatidia (facets) per eye, and diameter of the largest ommatidium. We find that the relationship between morphology and habitat depth in cylindroleberidids depends on pelagic zone: as depth increases in the photic zone, body size increases and eyes have fewer ommatidia; as depth increases in the disphotic zone, body size does not change and eyes have more ommatidia. We did not find a relationship between absolute eye size and depth in either pelagic zone. Overall, we find that associations between phenotypes and ecogeographical gradients depend on interactions between contexts such as pelagic zone, character state, and evolutionary history.