We used behavioural conditioning to demonstrate that sharks can detect changes in the geomagnetic field. Captive sharks were conditioned by pairing activation of an artificial magnetic field with presentation of food over a target. Conditioned sharks subsequently converged on the target when the artificial magnetic field was activated but no food reward was presented thereby demonstrating that they were able to sense the altered magnetic field. This strong response provides a robust behavioural assay that could be used to determine how sharks detect magnetic fields and to measure detection thresholds.