Active echo sounding devices are often employed for commercial or scientific purposes in the foraging habitats of marine mammals. We conducted an experiment off Cape Hatteras, North Carolina, USA, to assess whether the behavior of short-finned pilot whales (Globicephala macrorhynchus) changed when exposed to an EK60 scientific echo sounder. We attached digital acoustic recording tags (DTAGs) to nine individuals, five of which were exposed. A hidden Markov model to characterize diving states with and without exposure provided no evidence for a change in foraging behavior. However, generalized estimating equations to model changes in heading variance over the entire tag record under all experimental conditions showed a consistent increase in heading variance during exposure over all values of depth and pitch. This suggests that regardless of behavioral state, the whales changed their heading more frequently when the echo sounder was active. This response could represent increased vigilance in which whales maintained awareness of echo sounder location by increasing their heading variance and provides the first quantitative analysis on reactions of cetaceans to a scientific echo sounder.