Seabirds are widely used as bioindicators of mercury (Hg) contamination in marine ecosystems and the investigation of their foraging strategies is of key importance to better understand methylmercury (MeHg) exposure pathways and environmental sources within the different ecosystems. Here we report stable isotopic composition for both Hg mass-dependent (e.g. δ202Hg) and mass-independent (e.g. Δ199Hg) fractionation (proxies of Hg sources and transformations), carbon (δ13C, proxy of foraging habitat) and nitrogen (δ15N, proxy of trophic position) in blood of four species of sympatric penguins breeding at the subantarctic Crozet Islands (Southern Indian Ocean). Penguins have species-specific foraging strategies, from coastal to oceanic waters and from benthic to pelagic dives, and feed on different prey. A progressive increase to heavier Hg isotopic composition (δ202Hg and Δ199Hg, respectively) was observed from benthic (1.45 ± 0.12 and 1.41 ± 0.06‰) to epipelagic (1.93 ± 0.18 and 1.77 ± 0.13‰) penguins, indicating a benthic-pelagic gradient of MeHg sources close to Crozet Islands. The relative variations of MeHg concentration, δ202Hg and Δ199Hg with pelagic penguins feeding in Polar Front circumpolar waters (1.66 ± 0.11 and 1.54 ± 0.06‰) support that different MeHg sources occur at large scales in Southern Ocean deep waters.