Using data collected by U.S. Antarctic Marine Living Resources (AMLR) Program during January surveys 2003 to 2007, we examine the spatial relationships between baleen whale distributions and Antarctic krill (Euphausia superba) abundance and demography near the South Shetland Islands (Antarctic Peninsula) and test whether whales exhibit interspecific differences in their exploitation of krill resources. Whale distributions were based on visual surveys and krill distribution, abundance and demographic characteristics were derived from net haul data. Approximately 25,000 km² and 500 net hauls were sampled over five years resulting in the most comprehensive linked whale-krill study in the SW Atlantic Ocean. We used a combination of spatial regression techniques, incorporating spatial autocorrelation, to model the overlap between three species of baleen whales and their krill prey. Whales exhibited affinities for particular krill hotspots characterized by different length-maturity stages Humpback whales (Megaptera novaengliae) show strong spatial associations with small juvenile krill in Bransfield Strait, whereas fin whales (Balaenoptera physalus) are associated with large mature krill located offshore within the Antarctic Circumpolar Current. The spatial segregation of krill length-maturity stages provides an important link to understanding the spatial structure of whale feeding grounds. Implications for the conservation of whales and management of krill fisheries are discussed.