The theoretical optimal olfactory search strategy is to move cross-wind. Empirical evidence supporting wind-associated directionality among carnivores, however, is sparse. We examined satellite-linked telemetry movement data of adult female polar bears (Ursus maritimus) from Hudson Bay, Canada, in relation to modelled winds, in an effort to understand olfactory search for prey. In our results, the predicted cross-wind movement occurred most frequently at night during winter, the time when most hunting occurs, while downwind movement dominated during fast winds, which impede olfaction. Migration during sea ice freeze-up and break-up was also correlated with wind. A lack of orientation during summer, a period with few food resources, likely reflected reduced cross-wind search. Our findings represent the first quantitative description of anemotaxis, orientation to wind, for cross-wind search in a large carnivore. The methods are widely applicable to olfactory predators and their prey. We suggest windscapes be included as a habitat feature in habitat selection models for olfactory animals when evaluating what is considered available habitat.