Understanding strategies for maximizing foraging efficiency is central to behavioural ecology. The theoretical optimal olfactory search is crosswind, however empirical evidence of anemotaxis (orientation to wind) among carnivores is sparse. Polar bear (Ursus maritimus) is a sea ice dependent species that relies on olfaction to locate prey. We examined adult female polar bear movement data, corrected for sea ice drift, from Hudson Bay, Canada, in relation to modelled winds to examine olfactory search. The predicted crosswind movement was most frequent at night during winter, when most hunting occurs. Movement was predominantly downwind during fast winds (>10 m/s), which impede olfaction. Migration during freeze-up and break-up also was correlated with wind. Lack of orientation during summer, a period with few food resources, reflects energy conservation and reduced active search. We suggest windscapes be used as a habitat feature in habitat selection models by changing what is considered available habitat. The presented methods are widely applicable to olfactory predators (e.g., canids, felids, and mustelids) and prey avoiding predators. These findings represent the first known quantitative description of anemotaxis for olfactory foraging for any large carnivore.