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Abstract The use of unoccupied aerial vehicles or drones for wildlife research has proliferated in recent years and they have proven to be a valuable tool for collecting data for population surveys, morphometric and body condition measurements, and for observing behavior. The need to assess the impacts of drones themselves on wildlife is increasingly being recognized, not only for ethical considerations but also before attempting to record “natural behavior.” While effects of drones have been seen in some marine species, such as whales, dolphins, and seabirds, these are highly variable across and within taxa and are typically assessed through observations of behavior. Effects on water‐breathing animals are understudied. Drones have already been used in studies of the world's largest fish, the whale shark ( Rhincodon typus ), but their effects on the species are yet to be quantified. This study is the first to use biotelemetric data to assess the effects of drones on the natural behavior of a water‐breathing marine species. Rather than relying on observations of behavior that can be impacted by observer bias, we employed behavioral data‐logging tags, incorporating tri‐axial accelerometers and magnetometers, to record fine‐scale whale shark activity and diving behavior in the presence and absence of a drone. Activity was measured by the vector sum of the dynamic body acceleration (VeDBA), calculated as the vector sum of the dynamic components of tri‐axial acceleration, and tail beat frequency (TBF) as an indicator of swimming effort. Generalized linear mixed modeling found no evidence that drone presence (10–60 m altitude) or its vertical movement (ascent/descent) increased whale sharks' diving or activity compared to when the drone was absent. Our study provides confidence to researchers and managers that drones are a minimally invasive research tool for whale sharks, although we advocate a precautionary approach to their use and consideration of their potential effects on non‐target species. Furthermore, our method of objectively assessing the effects of drones using biotelemetry could be effectively applied to a wide range of species inhabiting the aquatic, terrestrial, and aerial environments, facilitating comparisons within and among species, and allowing multispecies or ecosystem assessments.