Diel vertical migration is a widespread behavioral phenomenon where organisms migrate through the water column and may modify behavior relative to changing environmental conditions based on physiological tolerances. Here, we combined a novel suite of biologging technologies to examine the thermal physiology (intramuscular temperature), fine-scale swimming behavior and activity (overall dynamic body acceleration as a proxy for energy expenditure) of bluntnose sixgill sharks (Hexanchus griseus) in response to environmental changes (depth, water temperature, dissolved oxygen) experienced during diel vertical migrations. In the subtropical waters off Hawai'i, sixgill sharks undertook pronounced diel vertical migrations and spent considerable amounts of time in cold (5-7°C), low oxygen conditions (10-25% saturation) during their deeper daytime distribution. Further, sixgill sharks spent the majority of their deeper daytime distribution with intramuscular temperatures warmer than ambient water temperatures, thereby providing them with a significant thermal advantage over non-vertically migrating and smaller-sized prey. Sixgill sharks exhibited relatively high rates of activity during both shallow (night) and deep (day) phases and contrary to our predictions, did not reduce activity levels during their deeper daytime distribution while experiencing low temperature and dissolved oxygen levels. This demonstrates an ability to tolerate the low oxygen conditions occurring within the local oxygen minimum zone. The novel combination of biologging technologies used here enabled innovative in situ deep-sea natural experiments and provided significant insight into the behavioral and physiological ecology of an ecologically important deepwater species.