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Ecological relationships of krill and whales have not been explored in the Western Antarctic Peninsula (WAP), and have only rarely been studied elsewhere in the Southern Ocean. In the austral autumn we observed an extremely high density (5.1 whales per km²) of humpback whales (Megaptera novaeangliae) feeding on a super-aggregation of Antarctic krill (Euphausia superba) in Wilhelmina Bay. The krill biomass was approximately 2 million tons, distributed over an area of 100 km² at densities of up to 2000 individuals m⁻³; reports of such ‘super-aggregations’ of krill have been absent in the scientific literature for >20 years. Retentive circulation patterns in the Bay entrained phytoplankton and meso-zooplankton that were grazed by the krill. Tagged whales rested during daylight hours and fed intensively throughout the night as krill migrated toward the surface. We infer that the previously unstudied WAP embayments are important foraging areas for whales during autumn and, furthermore, that meso-scale variation in the distribution of whales and their prey are important features of this system. Recent decreases in the abundance of Antarctic krill around the WAP have been linked to reductions in sea ice, mediated by rapid climate change in this area. At the same time, baleen whale populations in the Southern Ocean, which feed primarily on krill, are recovering from past exploitation. Consideration of these features and the effects of climate change on krill dynamics are critical to managing both krill harvests and the recovery of baleen whales in the Southern Ocean.