The response to climate change in highly dimorphic species can be hindered by differences between sexes in habitat preferences and movement patterns. The Antarctic fur seal, Arctocephalus gazella, is the most abundant pinniped in the Southern Hemisphere, and one of the main consumers of Antarctic krill, Euphausia superba, in the Southern Ocean. However, the populations breeding in the Atlantic Southern Ocean are decreasing, partly due to global warming. Male and female Antarctic fur seals differ greatly in body size and foraging ecology, and little is known about their sex‐specific responses to climate change. We used satellite tracking data and Earth System Models to predict changes in habitat suitability for male and female Antarctic fur seals from the Western Antarctic Peninsula under different climate change scenarios. Under the most extreme scenario (SSP5‐8.5; global average temperature +4.4°C projected by 2100), suitable habitat patches will shift southward during the non‐breeding season, leading to a minor overall habitat loss. The impact will be more pronounced for females than for males. The reduction of winter foraging grounds might decrease the survival of post‐weaned females, reducing recruitment and jeopardizing population viability. During the breeding season, when males fast on land, suitable foraging grounds for females off the South Shetland Islands will remain largely unmodified, and new ones will emerge in the Bellingshausen Sea. As Antarctic fur seals are income breeders, the foraging grounds of females should be reasonably close to the breeding colony. As a result, the new suitable foraging grounds will be useful for females only if nearby beaches currently covered by sea ice emerge by the end of the century. Furthermore, the colonization of these new, ice‐free breeding locations might be limited by strong female philopatry. These results should be considered when managing the fisheries of Antarctic krill in the Southern Ocean.