Knowledge about sexual segregation and gender-specific, or indeed individual specialization, in marine organisms has improved considerably in the past decade. In this context, we tested the “Intersexual Competition Hypothesis” for penguins by investigating the feeding ecology of Gentoo penguins during their austral winter non-breeding season. We considered this during unusual environmental conditions (i.e. the year 2009 had observations of high sea surface and air temperatures) in comparison with the long term average at Bird Island, South Georgia. Through conventional (i.e. stomach contents) and stable isotopic values from red blood cells, plasma and feathers of both male and female Gentoo penguins, we showed that there were significant differences between sexes, with males feeding mainly on fish (54% by mass) followed by crustaceans (38%) whereas females fed mainly on crustaceans (89% by mass) followed by fish (4%). Themisto gaudichaudii was the most important crustacean prey for males (64% by mass; 82% by number; 53% by frequency of occurrence) and females (63% by mass; 77% by number; 89% by frequency of occurrence), contrasting with all previous studies that found Antarctic krill Euphausia superba were generally the main prey. Stable isotopic data showed that, in terms of habitat use (based on δ 13C), there were significant differences in short-term carbon signatures between males and females (based on plasma and red blood cells), suggesting that both sexes explored different habitats, with females exploring more offshore pelagic waters and males feeding more in coastal benthic waters. Based on δ 15N, males fed on significantly higher trophic level than females (based on plasma and red blood cells), in agreement with our diet results., Thus, Gentoo penguins behave in a similar manner to other non-breeding penguins species (e.g. king, macaroni and rockhopper penguins), albeit at a smaller spatial scale (as they do not disperse as these other penguins do), in that they have a wider habitat and trophic niche during the Antarctic Winter (in comparison to Summer). We also detected individual specialization in feeding/trophic levels for each gender, with certain males feeding mainly on fish and certain females mainly on crustaceans, which may be driven the prevailing environmental conditions that lead individuals to search for alternative prey, and cause sexual diet segregation. Our results provide further information to help improve understanding about sexual segregation and individual specialization of marine organisms, while contributing valuable information on the winter diet for Antarctic monitoring programs and for modelling Antarctic marine food webs.