Understanding the mechanisms that drive prey selection is a major challenge in foraging ecology. Most studies of foraging strategies have focused on behavioural costs, and have generally failed to recognize that differences in the quality of prey may be as important to predators as the costs of acquisition. Here, we tested whether there is a relationship between the quality of diets (kJ · g(-1)) consumed by cetaceans in the North Atlantic and their metabolic costs of living as estimated by indicators of muscle performance (mitochondrial density, n = 60, and lipid content, n = 37). We found that the cost of living of 11 cetacean species is tightly coupled with the quality of prey they consume. This relationship between diet quality and cost of living appears to be independent of phylogeny and body size, and runs counter to predictions that stem from the well-known scaling relationships between mass and metabolic rates. Our finding suggests that the quality of prey rather than the sheer quantity of food is a major determinant of foraging strategies employed by predators to meet their specific energy requirements. This predator-specific dependence on food quality appears to reflect the evolution of ecological strategies at a species level, and has implications for risk assessment associated with the consequences of changing the quality and quantities of prey available to top predators in marine ecosystems.