Sexual differences in at-sea behaviour of seabirds often derive from size dimorphism and may lead to both resource partitioning and diverging threats between the sexes. Spheniscids are among the least dimorphic of the seabird families and are the most threatened. In many instances, diet differs between the sexes in penguins, but few studies have compared their foraging behaviour, partly because of the difficulty of identifying sexes in the field. We derived a discriminant function analysis that predicts the sex of African penguins Spheniscus demersus with > 90% confidence, using only beak length and depth. We also deployed GPS-time-depth recorders on male and female penguins breeding on 2 of their largest colonies in South Africa over 2 consecutive breeding seasons and compared their at-sea behaviour. Foraging effort (time spent at sea, distance covered) showed greater variance with clutch mass and between years and colonies than between sexes. However, although maximum diving capabilities were similar, males dived deeper and longer on average than females. Females compensated by increasing their diving frequency, which resulted in similar volumes of water being explored, and foraged over larger foraging areas. There was also some spatial separation between sexes, although foraging range overlap differed markedly (35 to 83%) between years and islands, presumably reflecting prey availability and the need to minimise between-sex competition. The results suggest potential niche partitioning between the sexes in African penguins, but could also be a passive consequence of sexual dimorphism driven primarily by sexual selection. Female behaviour may make them more at risk from predation or oiling events, highlighting the possibility of sex-dependent vulnerability in this Endangered species.