Although whale sharks (Rhincodon typus) have been documented to move thousands of kilometres, they are most frequently observed at a few predictable seasonal aggregation sites. The absence of sharks at the surface during visual surveys has led to the assumption that sharks disperse to places unknown during the long ‘off-seasons’ at most of these locations. Here we compare 2 years of R. typus visual sighting records from Mafia Island in Tanzania to concurrent acoustic telemetry of tagged individuals. Sightings revealed a clear seasonal pattern with a peak between October and February and no sharks observed at other times. By contrast, acoustic telemetry demonstrated year-round residency of R. typus. The sharks use a different habitat in the off-season, swimming deeper and further away from shore, presumably in response to prey distributions. This behavioural change reduces the sharks' visibility, giving the false impression that they have left the area. We demonstrate, for the first time to our knowledge, year-round residency of unprovisioned, individual R. typus at an aggregation site, and highlight the importance of using multiple techniques to study the movement ecology of marine megafauna.