We investigated the use of Antarctic waters by king penguins in a 2 yr study based on the satellite tracking of 10 penguins from the Crozet Islands (SW Indian Ocean). All the penguins travelled towards the pack ice, with 3 of them ending their journey at the edge between the marginal ice and the dense pack ice. The mean maximum foraging range and minimal distance travelled were 1620 and 4095 km, respectively. The effect of the satellite transmitter (PTT) attachment on foraging trip duration and colony attendance was much more important in winter in comparison to the summer. The penguins spent around 24% of their trip at sea in the marginal ice zone. They explored the ice-covered habitat non-randomly as revealed by compositional analysis. The marginal ice was more used than free ice and floes areas. The strategy of travelling towards the marginal ice zone during winter ensures that the penguins have access to predictable feeding areas at a time when food availability is very low in the polar frontal zone. The diet of king penguins when foraging in Antarctic waters is unknown but may be different to their summer food at the Polar Front.