The interdependency of Dinophysis spp., Mesodinium rubrum and Teleaulax spp. has occupied scientists in molecular and ecological domains in recent years. Current knowledge about the predator–prey relationships is based on laboratory investigations. Records on interactions in nature are limited, even though it is known that Dinophysis acuminata and M. rubrum form population maxima in thin layers associated with thermal stratification. We studied the vertical co-occurrence of these taxa in a stratified coastal inlet in Åland, in the Northern Baltic Sea, SW Finland. Vertical profiles were sampled monthly in the summer of 2008 and observations on diurnal migrational patterns of all species were conducted in September 2008. The population maximum of D. acuminata was almost totally confined to thin layers where the depth maximum of M. rubrum was present. However, this pattern was only observed early in the morning or at noon. The population maxima of M. rubrum and Teleaulax spp. overlapped at noon. Dinophysis acuminata and Teleaulax spp. were restricted to the upper 9 m but M. rubrum was found down to 20 m depth. This study offers circumstantial evidence for the interdependency between the three taxa in nature.