Fidelity of individual animals to breeding sites is a primary determinant of population structure. The degree and scale of philopatry in a population reflect the fitness effects of social facilitation, ecological adaptation and optimal inbreeding. Patterns of breeding-site movement and fidelity are functions of social structure and are frequently sex biased. We report on a female humpback whale (Megaptera novaeangliae) first identified by natural markings off Brazil that subsequently was photographed off Madagascar. The minimum travel distance between these locations is greater than 9800 km, approximately 4000 km longer than any previously reported movement between breeding grounds, more than twice the species' typical seasonal migratory distance and the longest documented movement by a mammal. It is unexpected to find this exceptional long-distance movement between breeding groups by a female, as models of philopatry suggest that male mammals move more frequently or over longer distances in search of mating opportunities. While such movement may be advantageous, especially in changeable or unpredictable circumstances, it is not possible to unambiguously ascribe causality to this rare observation. This finding illustrates the behavioural flexibility in movement patterns that may be demonstrated within a typically philopatric species.