Foraging decisions of deep-diving cetaceans can provide fundamental insight into food web dynamics of the deep pelagic ocean. Cetacean optimal foraging entails a tight balance between oxygen-conserving dive strategies and access to deep-dwelling prey of sufficient energetic reward. Risso's dolphins (Grampus griseus) displayed a thus far unknown dive strategy, which we termed the spin dive. Dives started with intense stroking and right-sided lateral rotation. This remarkable behaviour resulted in a rapid descent. By tracking the fine-scale foraging behaviour of seven tagged individuals, matched with prey layer recordings, we tested the hypothesis that spin dives are foraging dives targeting deep-dwelling prey. Hunting depth traced the diel movement of the deep scattering layer, a dense aggregation of prey, that resides deep during the day and near-surface at night. Individuals shifted their foraging strategy from deep spin dives to shallow non-spin dives around dusk. Spin dives were significantly faster, steeper and deeper than non-spin dives, effectively minimizing transit time to bountiful mesopelagic prey, and were focused on periods when the migratory prey might be easier to catch. Hence, whereas Risso's dolphins were mostly shallow, nocturnal foragers, their spin dives enabled extended and rewarding diurnal foraging on deep-dwelling prey.