Many large terrestrial mammalian predators use energy-intensive, high-risk, high-gain strategies to pursue large, high-quality prey. However, similar-sized marine mammal predators with even higher field metabolic rates (FMRs) consistently target prey three to six orders of magnitude smaller than themselves. Here, we address the question of how these active and expensive marine mammal predators can gain sufficient energy from consistently targeting small prey during breath-hold dives. Using harbor porpoises as model organisms, we show that hunting small aquatic prey is energetically cheap (<20% increase in FMR) for these marine predators, but it requires them to spend a large proportion (>60%) of time foraging. We conclude that this grazing foraging strategy on small prey is viable for marine mammal predators despite their high FMR because they can hunt near continuously at low marginal expense. Consequently, cessation of foraging due to human disturbance comes at a high cost, as porpoises must maintain their high thermoregulation costs with a reduced energy intake.