Humpback whales seasonally migrate long distances between tropical and polar regions. However, inter-oceanic exchange is rare and difficult to document. Using skin biopsy samples collected in the Indian Ocean and in the South Atlantic Ocean, and a genetic capture-recapture approach based on microsatellite genotyping, we were able to reveal the first direct genetic evidence of the inter-oceanic migration of a male humpback whale. This exceptional migration to wintering grounds of two different ocean basins questions traditional notions of fidelity to an ocean basin, and demonstrates how the behaviour of highly mobile species may be elucidated from combining genetics with long-term field studies. Our finding has implications for management of humpback whale populations, as well as for hypotheses concerning cultural transmission of behaviour.