Marlin fishing is considered by many game fishermen to be the pinnacle of offshore game fishing, due to the size and power of marlin, relative rareness and difficulty of capture. It is also expensive, requiring considerable money to pursue as a regular hobby.
Blue marlin are inhabitants of tropical oceanic waters worldwide, occurring both in the Atlantic and the Indo-Pacific. Spawning is carried out in tropical waters and many individuals probably remain in tropical waters year round. However, significant seasonal migrations are made into the temperate waters of the northern and southern hemispheres to take advantage of feeding opportunities as northern and southern waters warm in spring and summer. Although blue marlin have the ability to thermoregulate, the lower limit of their temperature tolerance is thought to be in the region of approximately 20 degrees Celsius (68 degrees Fahrenheit) although individual fish have been caught in cooler temperatures. Warm currents such as the Gulf Stream in the western Atlantic and the Agulhas Current in the western Indian Ocean serve as oceanic highways for blue marlin migration and have a major influence on their seasonal distribution. Larger individuals have the greatest temperature tolerance, and blue marlin encountered at the limits of their range tend to be large fish.

In the western Atlantic blue marlin can be seasonally found as far north as George's Bank and the continental shelf canyons off Cape Cod, influenced by the warm current of the Gulf Stream, and as far south as southern Brazil; in the eastern Atlantic their seasonal range extends northward to the Algarve coast of Portugal and southward to the southern coast of Angola. Some blue marlin are found at the southernmost tip of the continent, though whether they are Atlantic stock or Pacific stock is debatable, especially since an individual fish tagged in the western Atlantic was re-caught in the Indian Ocean off the island of Mauritius. Vagrant individuals have been taken by rod and reel as far north as Biscay (2005) and there have been claims of commercial captures as far north as south-west Ireland.

In the Pacific, blue marlin are seasonally found as far north as southern Japan and as far south as the Bay of Plenty in the North Island of New Zealand. Blue marlin in the eastern Pacific migrate as far north as Southern California and as far south as northern Peru. The southern limit of their distribution in the eastern Indian Ocean appears to be the waters of Albany and Perth in Western Australia, and in the western Indian Ocean blue marlin have been taken as far south as Cape Town.

Blue marlin have been found in the open ocean in thousands of fathoms of water, thousands of miles from land; however, they concentrate in their greatest numbers in areas where bottom structure (islands, seamounts, banks, and the edge of the continental shelf) create upwelling that brings deep nutrient-rich water close to the surface, sparking off plankton blooms that result in a food chain that ends in large marine predators such as dolphins, whales, large tuna and billfish. In temperate waters, the interaction of warm currents with these bottom structures is critical in setting up suitable environmental conditions for blue marlin and other warmwater gamefish. Temperature breaks created where bodies of warm and cool water are pushed up against each other also act as a less tangible form of structure which attracts bait and gamefish, including blue marlin.

Spawning locations are believed to include the islands of the Caribbean in the western Atlantic, the Gulf of Guinea in the eastern Atlantic, Hawaii, and Mauritius.