Young animals must learn to forage effectively to survive the transition from parental provisioning to independent feeding. Rapid development of successful foraging strategies is particularly important for capital breeders that do not receive parental guidance after weaning. The intrinsic and extrinsic drivers of variation in ontogeny of foraging are poorly understood for many species. Grey seals (Halichoerus grypus) are typical capital breeders; pups are abandoned on the natal site after a brief suckling phase, and must develop foraging skills without external input. We collected location and dive data from recently-weaned grey seal pups from two regions of the United Kingdom (the North Sea and the Celtic and Irish Seas) using animal-borne telemetry devices during their first months of independence at sea. Dive duration, depth, bottom time, and benthic diving increased over the first 40 days. The shape and magnitude of changes differed between regions. Females consistently had longer bottom times, and in the Celtic and Irish Seas they used shallower water than males. Regional sex differences suggest that extrinsic factors, such as water depth, contribute to behavioural sexual segregation. We recommend that conservation strategies consider movements of young naïve animals in addition to those of adults to account for developmental behavioural changes.