Knowing the migratory movements and behaviour of baleen whales is fundamental to understanding their ecology. We compared δ15N and δ13C values in the skin of blue (Balaenoptera musculus), fin (Balaenoptera physalus) and sei (Balaenoptera borealis) whales sighted in the Azores in spring with the values of potential prey from different regions within the North Atlantic using Bayesian mixing models to investigate their trophic ecology and migration patterns. Fin whale δ15N values were higher than those recorded in blue and sei whales, reflecting feeding at higher trophic levels. Whales' skin δ15N and δ13C values did not reflect prey from high-latitude summer foraging grounds; instead mixing models identified tropical or subtropical regions as the most likely feeding areas for all species during winter and spring. Yet, differences in δ13C values among whale species suggest use of different regions within this range. Blue and sei whales primarily used resources from the Northwest African upwelling and pelagic tropical/subtropical regions, while fin whales fed off Iberia. However, determining feeding habitats from stable isotope values remains difficult. In conclusion, winter feeding appears common among North Atlantic blue, fin and sei whales, and may play a crucial role in determining their winter distribution. A better understanding of winter feeding behaviour is therefore fundamental for the effective conservation of these species.