The pelagic thresher shark Alopias pelagicus is an understudied elasmobranch harvested in commercial fisheries of the tropical Indo-Pacific. The species is endangered, overexploited throughout much of its range, and has a decreasing population trend. Relatively little is known about its movement ecology, precluding an informed recovery strategy. Here, we report the first results from an individual pelagic thresher shark outfitted with a pop-up satellite archival transmitting (PSAT) tag to assess its movement with respect to the species’ physiology and trophic ecology. A 19 d deployment in the Red Sea revealed that the shark conducted normal diel vertical migration, spending the majority of the day at 200-300 m in the mesopelagic zone and the majority of the night at 50-150 m in the epipelagic zone, with the extent of these movements seemingly not constrained by temperature. In contrast, the depth distribution of the shark relative to the vertical distribution of oxygen suggested that it was avoiding hypoxic conditions below 300 m even though that is where the daytime peak of acoustic backscattering occurs in the Red Sea. Telemetry data also indicated crepuscular and daytime overlap of the shark’s vertical habitat use with distinct scattering layers of small mesopelagic fishes and nighttime overlap with nearly all mesopelagic organisms in the Red Sea as these similarly undergo nightly ascents into epipelagic waters. We identify potential depths and diel periods in which pelagic thresher sharks may be most susceptible to fishery interactions, but more expansive research efforts are needed to inform effective management.