Native to the Ponto-Caspian region, the benthic round goby (Neogobius melanostomus) has invaded several European inland waterbodies as well as the North American Great Lakes and the Baltic Sea. The species is capable of reaching very high densities in the invaded ecosystems, with not only evidence for significant food-web effects on the native biota and habitats, but also negative implications to coastal fishers. Although generally considered a coastal species, it has been shown that round goby migrate to deeper areas of the Great Lakes and other inland lakes during the cold season. Such seasonal movements may create new spatio-temporal ecosystem consequences in invaded systems. To seek evidence for seasonal depth distribution in coastal marine habitats, we compiled all available catch data for round goby in the Baltic Sea since its invasion and until 2017. We furthermore related the depths at capture for each season with the ambient thermal environment. The round goby spend autumn and winter at significantly deeper and offshore areas compared to spring and summer months; few fish were captured at depths < 25 m in these colder months. Similarly, in spring and summer, round goby were not captured at depths > 25 m. The thermal conditions at which round goby were caught varied significantly between seasons, being on average 18.3 °C during summer, and dropping to a low 3.8 °C during winter months. Overall, the fish sought the depths within each season with the highest possible temperatures. The spatial distribution of the round goby substantially overlaps with that of its main and preferred prey (mussels) and with that of its competitor for food (flatfish), but only moderately with the coastal predatory fish (perch), indicating thereby very complex trophic interactions associated with this invasion. Further investigations should aim at quantifying the food web consequences and coupling effects between different habitats related to seasonal migrations of the round goby, both in terms of the species as a competitor, predator and prey.