Dramatic population declines among species of pelagic shark as a result of overfishing have been reported, with some species now at a fraction of their historical biomass. Advanced telemetry techniques enable tracking of spatial dynamics and behaviour, providing fundamental information on habitat preferences of threatened species to aid conservation. We tracked movements of the highest pelagic fisheries by-catch species, the blue shark Prionace glauca, in the North-east Atlantic using pop-off satellite-linked archival tags to determine the degree of space use linked to habitat and to examine vertical niche. Overall, blue sharks moved south-west of tagging sites (English Channel; southern Portugal), exhibiting pronounced site fidelity correlated with localized productive frontal areas, with estimated space-use patterns being significantly different from that of random walks. Tracked female sharks displayed behavioural variability in diel depth preferences, both within and between individuals. Diel depth use ranged from normal DVM (nDVM; dawn descent, dusk ascent), to reverse DVM (rDVM; dawn ascent, dusk descent), to behavioural patterns where no diel differences were apparent. Results showed that blue sharks occupy some of the most productive marine zones for extended periods and structure diel activity patterns across multiple spatio-temporal scales in response to particular habitat types. In so doing, sharks occupied an extraordinarily broad vertical depth range for their size (1.0–2.0 m fork length), from the surface into the bathypelagic realm (max. dive depth, 1160 m). The space-use patterns of blue sharks indicated they spend much of the time in areas where pelagic longlining activities are often highest, and in depth zones where these fisheries particularly target other species, which could account for the rapid declines recently reported for blue sharks in many parts of the world’s oceans. Our results provide habitat targets for blue shark conservation that may also be relevant to other pelagic species.