Populations of Pipistrellus nathusii (Nathusius's bat), an insectivorous aerial-hawking species that breeds in north-eastern Europe, perform long-distance migrations between breeding sites and hibernation areas in central and southern Europe. The feeding strategy of migrating P. nathusii was investigated in Latvia on the east coast of the Baltic Sea, exploring evidence for and against two non-mutually exclusive predictions that i) the bats feed shortly after dusk at highest aerial insect activity and continue to migrate thereafter or ii) apply a ‘fly-and-forage’ strategy and frequently interrupt their migration flight to feed. Echolocation calls and feeding buzzes of P. nathusii were recorded throughout the night from August until September on a known migration flyway over coastal dunes and at potential foraging sites in adjacent woodlands, over meadows and wetlands. The results indicate that P. nathusii applies a fly-and-forage strategy along the Baltic coast. However, a threshold in aerial insect availability may exist, below which no foraging occurs and migration continues.