Antarctic krill (Euphausia superba, hereafter krill) is a pelagic living crustacean and a key species in the Southern Ocean ecosystem. Krill builds up a huge biomass and its synchronized behavioral patterns, such as diel vertical migration (DVM), substantially impact ecosystem structure and carbon sequestration. However, the mechanistic basis of krill DVM is unknown and previous studies of krill behavior in the laboratory were challenged by complex behavior and large variability. Using a new experimental set-up, we recorded the swimming activity of individual wild-caught krill under light–dark cycles. Krill individuals exhibited differential phototactic responses to the light regime provided. However, using a new activity metric, we showed for the first time a consistent nocturnal increase in krill swimming activity in a controlled environment. Krill swimming activity in the new set-up was strongly synchronized with the light–dark cycle, similar to the diel vertical migration pattern of krill in the field when the krill were sampled for the experiment, demonstrated by hydroacoustic recordings. The new set-up presents a promising tool for investigating the mechanisms underlying krill behavioral patterns, which will increase our understanding of ecological interactions, the spatial distribution of populations, and their effects on biogeochemical cycles in the future.