The vertical distribution of copepod assemblages, ascertained from the surface down to 1,200 m, was investigated during two sampling periods (rainy and dry seasons), at four depths, in the oligotrophic waters of the southwestern Atlantic Ocean. Total density, diversity, and richness differed among sampling depths. Copepod density decreased with depth in the two sampling periods, with a maximum at 1 m and a slight decrease at 800 m. Higher diversities were observed at 250 m and 1,200 m during the rainy season and at 1 m and 1,200 m during the dry season. The maximum number of species was found at 1,200 m during the rainy season and at 1 m during the dry season. Various copepod assemblages were delimited in the water column in the two sampling periods. The deeper copepod assemblages occupied a wider range of depths. Salinity and temperature influenced the structure of copepod assemblages and reflected the hydrographic characteristics of the water masses in the region. Candaciapachydactyla (Dana, 1849), Scolecithrixdanae (Lubbock, 1856), and Agetuslimbatus (Brady, 1883) were the indicator species found at 1 m. The effects of different environmental factors on the copepod assemblages suggest that these consortia occupy distinct niches in the ocean.