We present a simple framework for classifying mutually exclusive behavioural states within the geospatial lifelines of animals. This method involves use of three sequentially applied statistical procedures: (1) behavioural change point analysis to partition movement trajectories into discrete bouts of same-state behaviours, based on abrupt changes in the spatio-temporal autocorrelation structure of movement parameters; (2) hierarchical multivariate cluster analysis to determine the number of different behavioural states; and (3) k-means clustering to classify inferred bouts of same-state location observations into behavioural modes. We demonstrate application of the method by analysing synthetic trajectories of known 'artificial behaviours' comprised of different correlated random walks, as well as real foraging trajectories of little penguins (Eudyptula minor) obtained by global-positioning-system telemetry. Our results show that the modelling procedure correctly classified 92.5% of all individual location observations in the synthetic trajectories, demonstrating reasonable ability to successfully discriminate behavioural modes. Most individual little penguins were found to exhibit three unique behavioural states (resting, commuting/active searching, area-restricted foraging), with variation in the timing and locations of observations apparently related to ambient light, bathymetry, and proximity to coastlines and river mouths. Addition of k-means clustering extends the utility of behavioural change point analysis, by providing a simple means through which the behaviours inferred for the location observations comprising individual movement trajectories can be objectively classified.