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1. Hundreds of millions of Afro‐Palaearctic migrants winter in the Sahel, a semi‐arid belt south of the Sahara desert, where they experience deteriorating ecological conditions during their overwintering stay and have to prepare for spring migration when conditions are worst. This well‐known phenomenon was first described by R.E. Moreau and is known ever since as Moreau's Paradox. However, empirical evidence of the deteriorating seasonal ecological conditions is limited and little is known on how birds respond.2. Montagu's Harriers Circus pygargus spend 6 months of the year in their wintering areas in the Sahel. Within the wintering season, birds move gradually to the south, visiting several distinct sites to which they are site‐faithful in consecutive years. At the last wintering site, birds find themselves at the southern edge of the Sahelian zone and have no other options than facing deteriorating conditions.3. We tracked 36 Montagu's Harriers with GPS trackers to study their habitat use and behaviour during winter and collected data on the abundance of their main prey, grasshoppers, in Senegal. Since grasshopper abundance was positively related to vegetation greenness (measured as normalized difference vegetation index, NDVI), we used NDVI values as a proxy for prey abundance in areas where no field data were collected. Prey abundance (grasshopper counts and vegetation greenness) at wintering sites of Montagu's Harriers decreased during the wintering period.4. Montagu's Harriers responded to decreasing food availability by increasing their flight time during the second half of the winter. Individuals increased flight time more in areas with stronger declines in NDVI values, suggesting that lower food abundance required more intense foraging to achieve energy requirements. The apparent consequence was that Montagu's Harriers departed later in spring when their final wintering site had lower NDVI values and presumably lower food abundance and consequently arrived later at their breeding site.5. Our results confirmed the suggestions Moreau made 40 years ago: the late wintering period might be a bottleneck during the annual cycle with possible carry‐over effects to the breeding season. Ongoing climate change with less rainfall in the Sahel region paired with increased human pressure on natural and agricultural habitats resulting in degradation and desertification is likely to make this period more demanding, which may negatively impact populations of migratory birds using the Sahel.