Adaptive sampling and situational awareness are key features of modern autonomous underwater vehicles (AUVs) since data quality can be improved while operation time and cost can be reduced. An example for adaptive sampling in the marine environmental context is thermocline detection and tracking. The thermocline as horizontal ocean layer separates warm and cold water and is a key feature in many marine disciplines. For example, it influences the distribution and exchange of nutrients and is a habitat for many organisms. In this paper we use an unscented Kalman Filter (UKF) based extremum seeking control (ESC) to find and follow ocean layers such as the thermocline. Computer simulations and real-world tests show that the method is able to find and track non-trivial real-world ocean layers with sensors subject to hysteresis and delay effects.