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Diel vertical migration (DVM) is a common predator avoidance strategy of zooplankton. Migration to deeper water layers during the day to escape visually hunting predators is most likely to require physiological adaptations to periodically changing temperatures. Polyunsaturated fatty acids (PUFA) play crucial roles in membrane temperature acclimation. Exposure to cold temperatures typically results in an increase in the relative abundance of PUFA in cell membranes and PUFA requirements of Daphnia increase with decreasing temperatures. We could show that the well-known positive effect of dietary PUFA supplementation on offspring production and thus population growth rates of Daphnia magna are more pronounced at alternating temperatures than at constantly warm temperatures, suggesting that an adequate dietary PUFA supply is crucial especially for migrating Daphnia. Exposure to alternating temperatures caused modification in body PUFA concentrations and, consequently, increased lipid peroxidation. Detrimental effects of lipid peroxidation on the performance of D. magna were not evident, suggesting that the positive effects of PUFA accumulation at alternating temperatures mask potential negative effects of PUFA-mediated oxidative stress. Our data imply that a dietary deficiency in long-chain PUFA has strong physiological and ecological implications, especially for animals exposed to fluctuating temperature. Regarding DVM, a dietary PUFA deficiency may interfere with predator evasion with potential consequences for Daphnia population dynamics.