Understanding how ecological, environmental and geographic features influence population genetic patterns provides crucial insights into a species' evolutionary history, as well as their vulnerability or resilience under climate change. In the Southern Ocean, population genetic variation is influenced across multiple spatial scales ranging from circum‐Antarctic, which encompasses the entire continent, to regional, with varying levels of geographic separation. However, comprehensive analyses testing the relative importance of different environmental and geographic variables on genomic variation across these scales are generally lacking in the Southern Ocean. Here, we examine genome‐wide single nucleotide polymorphisms of the Southern Ocean octopus Pareledone turqueti across the Scotia Sea and the Antarctic continental shelf, at depths between 102 and 1342 m, throughout most of this species' range. The circumpolar distribution of P. turqueti is biogeographically structured with a clear signature of isolation‐by‐geographical distance, but with long‐distance genetic connectivity also detected between East and West Antarctica. Genomic variation of P. turqueti was also associated with bottom water temperature at a circumpolar scale, driven by a genotype‐temperature association with the warmer sub‐Antarctic Shag Rocks and South Georgia. Within the Scotia Sea, geographic distance, oxygen and fine‐scale isolation‐by‐water depth were apparent drivers of genomic variation at regional scales. Putative positive selection of haemocyanin (oxygen transport protein), calcium ion transport and genes linked to RNA modification, detected within the Scotia Sea, suggest physiological adaptation to the regional sharp temperature gradient (~0–+2°C). Overall, we identified seascape drivers of genomic variation in the Southern Ocean at circumpolar and regional scales in P. turqueti and contextualised the role of environmental adaptations in the Southern Ocean.