In the field, both covering materials and shelters are commonly available to sea urchins. The behavioural decision between covering and sheltering thus obviously exists. However, no information is available on the preference between the two natural behaviours. Two conditions were designed with covering and sheltering materials to comparatively describe the diel trade-off between covering and sheltering behaviours in male and female Strongylocentrotus intermedius. In the present study S. intermedius had an obvious diel trade-off between covering and sheltering behaviours, preferring covering over sheltering when both behaviours were possible. Sex did not significantly affect the trade-off between the two behaviours, no matter whether covering materials were inside or outside the shelters. The rhythm of covering behaviour was not well correlated with intensity of light in the trade-off with sheltering behaviour. The present study provides new insights into behavioural ecology of sea urchins.