Since the heterogeneity of oceanographic conditions drives abundance, distribution, and availability of prey, it is essential to understand how foraging predators interact with their dynamic environment at various spatial and temporal scales. We examined the spatio-temporal relationships between oceanographic features and abundance of fin whales (Balaenoptera physalus), the largest free-ranging predator in the Western Mediterranean Sea (WM), through two independent approaches. First, spatial modeling was used to estimate whale density, using waiting distance (the distance between detections) for fin whales along ferry routes across the WM, in relation to remotely sensed oceanographic parameters. At a large scale (basin and year), fin whales exhibited fidelity to the northern WM with a summer-aggregated and winter-dispersed pattern. At mesoscale (20–100 km), whales were found in colder, saltier (from an on-board system) and dynamic areas defined by steep altimetric and temperature gradients. Second, using an independent fin whale satellite tracking dataset, we showed that tracked whales were effectively preferentially located in favorable habitats, i.e. in areas of high predicted densities as identified by our previous model using oceanographic data contemporaneous to the tracking period. We suggest that the large-scale fidelity corresponds to temporally and spatially predictable habitat of whale favorite prey, the northern krill (Meganyctiphanes norvegica), while mesoscale relationships are likely to identify areas of high prey concentration and availability.