Large fishes often shelter beneath structures on coral reefs. While avoidance of UV radiation has been proposed as the main driver of this behaviour, sheltering behaviour has only been studied during the day and over short timeframes. Here we applied passive acoustic telemetry techniques to continuously monitor shelter usage patterns by large reef fishes over a period of 7 months. For three sweetlip species (Haemulidae), one snapper species (Lutjanidae) and one surgeonfish species (Acanthuridae), diurnal shelter use was remarkably consistent, with occupation of shelters throughout the day, and under all weather conditions, suggesting that factors other than UV avoidance may be important in driving shelter use. Large-scale observations revealed that all fish species appeared to undertake long-distance migrations (>1 km) away from their shelter sites each night. With the exception of the surgeonfish Acanthurus dussumieri, all fishes returned to the same areas to shelter for the entire study period. Individuals of A. dussumieri, however, failed to return on the night of a severe tropical cyclone. They never reappeared at the shelter sites. The disappearance of this species suggests that A. dussumieri probably forage at night in a different location to the carnivorous haemulids and lutjanids. Overall, this study highlights the long-term importance of shelter structures for fishes that may range over large areas of coral reefs.