282 CTD probe measurements were analysed for the parameters of temperature, salinity, depth and oxygen saturation of the water column. These measurements were taken during commercial pelagic fishing for herring (Clupea harengus) and sprat (Sprattus sprattus). These species are currently the main target of commercial fishing in the Baltic Sea. Research was carried out throughout the years 2018–2022 in the south-eastern Baltic Sea, mainly in the Gdańsk Deep, mostly during the daytime. The main factor that influenced both, fishing strategy and the increase in catch per unit effort throughout each year, was temperature. Regardless of the season, the most frequent temperature measured was around 5.8°C during fishing, and 5°C in the most abundant winter season. This is the value occurring within the boundaries of the formation of the thermocline and the hypolimnion layer in the Baltic Sea. The formed shoals of fish moved dynamically with this layer in the daytime and occurred throughout the year at various depths in a range of up to 65.7 m. A stronger reaction to temperature changes was also observed for sprat, which is the most exploited fish in the Baltic Sea. This species was observed to be more numerous in the deeper layers of the water column and at lower temperatures than herring. In the winter, shoals of fish were observed at the level of the halocline, which may be strongly related to the presence of a preferred optimal food base in this season.