Antarctic krill (Euphausia superba) are a circumpolar species with an omnivorous diet. Knowledge of krill diet within different regions will help predict how environmental change may impact local krill populations. Krill from the Atlantic, Indian, and Pacific sectors of the Southern Ocean were compared. The total lipid, lipid class, neutral lipid fraction fatty acid and sterol content and composition of whole krill, their digestive glands, and stomachs during the late-summer were examined. Indian sector krill had a distinctly different dietary lipid pattern to Atlantic and Pacific sector krill based on their fatty acid profiles (p < 0.001). Indian sector whole krill had higher phospholipids (55.0 ± 8.9%, % total lipids) compared to Pacific (45.9 ± 3.6%) and Atlantic sector whole krill (43.7 ± 8.2%) but showed lower phospholipid levels in their digestive glands (29.4 ± 8.5%, 52.5 ± 5.7%, 52.5 ± 5.9%, respectively). Indian sector krill had a more copepod and diatomaceous diet (higher levels of 16:1n-7c, 14:0 and 20:1 and 22:1 isomers), with less flagellate input (lower 18:4n−3, 21:5n−3 and 18:3n−6) than other regions. Krill from one site in the Indian sector had particularly high 22:6n-3 levels. Indian sector krill had lower cholesterol levels in their stomachs (52.5 ± 14.1%, as % total sterols) than Pacific and Atlantic sector krill stomachs (62.8 ± 1.9% and 60.9 ± 4.9%, respectively). This study details the regional differences in late-summer krill diet by assessing the lipid, neutral lipid fraction fatty acid and sterol content and composition of different tissue types.