Ovigerous American lobsters, Homarus americanus, in the Bay of Fundy undertake seasonal migrations, which are thought to improve the thermal conditions experienced by their embryos. However, the complete thermal and bathymetric history of such females has never been characterized. To this end, we deployed pop-up satellite archival tags on two ovigerous females (160 mm carapace length) in the Bay of Fundy between September 2013 and July 2014. Tagged lobsters traveled from the release location (Grand Manan, New Brunswick) to points near Beaver Harbour, New Brunswick, and Port George, Nova Scotia, representing linear displacements of 33 and 123 km, respectively. Recorded depth and temperature for both lobsters confirm shallow-to-deep migrations in the fall and deep-to-shallow migrations in the spring. The high-resolution, nearly continuous data generated by the satellite tags indicated that local changes in temperature may be the proximate trigger for fall movements, but do not cue movements in spring. We then developed an individual-based model to investigate the mechanisms and thermal outcomes of seasonal migrations, where lobster movements were allowed to vary according to bottom temperature, an individual's level of preference for warmer waters and its scope for movement. This modeling work, combined with the fine-scale thermal and depth history of our tagged lobsters, indicated that the movements our lobster undertook clearly increased, but did not maximize, the temperature their embryos experienced, relative to lobsters moving randomly or not at all. The novel data and modeling approach used in this study shed new light on the nature, trigger and function of seasonal migrations displayed by American lobsters in the Bay of Fundy.