Environmental changes influence foraging behavior for most animals. Dolphinfish, Coryphaena hippurus, are epipelagic predators and have a cosmopolitan tropical to warm-temperate (>20°C) distribution. We simultaneously obtained the ambient temperature and the foraging behavior (i.e., swimming speed, depth and tailbeat acceleration) of dolphinfish, using an acceleration data-logger in May, September, October, November 2007, June 2008, May and July 2010 for 8 individuals. Although the dolphinfish spent a mean ± standard deviation of 43.4 ± 27.7% of their time at the surface (0–5 m), dive excursions from the surface (DES) were observed in all individuals and maximum DES depths ranged from 50.1 to 95.4 m. DES events resulted dives below the thermocline for these dolphinfish, and there was a significantly positive relationship between the isothermal layer depth (ILD) and DES depth. Our results demonstrate that dolphinfish avoided the rapid thermal change beyond the thermocline, and their prey is most likely found in the upper layers of the thermocline. Gliding behavior during the DES phase was also observed and dolphinfish gradually descended to deeper waters with gliding. The gliding time was longer when the ILD was deeper, and fish tended to dive deeper. We suggest that dolphinfish adopt gliding behavior to search a broader range of depths for prey, while minimizing energy use.