Over-fishing may lead to a decrease in fish abundance and a proliferation of jellyfish. Active movements and prey search might be thought to provide a competitive advantage for fish, but here we use data-loggers to show that the frequently occurring coastal jellyfish (Rhizostoma octopus) does not simply passively drift to encounter prey. Jellyfish (327 days of data from 25 jellyfish with depth collected every 1 min) showed very dynamic vertical movements, with their integrated vertical movement averaging 619.2 m d(-1), more than 60 times the water depth where they were tagged. The majority of movement patterns were best approximated by exponential models describing normal random walks. However, jellyfish also showed switching behaviour from exponential patterns to patterns best fitted by a truncated Lévy distribution with exponents (mean μ=1.96, range 1.2-2.9) close to the theoretical optimum for searching for sparse prey (μopt≈2.0). Complex movements in these 'simple' animals may help jellyfish to compete effectively with fish for plankton prey, which may enhance their ability to increase in dominance in perturbed ocean systems.