A large portion of the surface-ocean biomass is represented by microscopic unicellular plankton. These organisms are functionally and morphologically diverse, but it remains unclear how their diversity is generated. Species of marine microplankton are widely distributed because of passive transport and lack of barriers in the ocean. How does speciation occur in a system with a seemingly unlimited dispersal potential? Recent studies using planktonic foraminifera as a model showed that even among the cryptic genetic diversity within morphological species, many genetic types are cosmopolitan, lending limited support for speciation by geographical isolation. Here we show that the current two-dimensional view on the biogeography and potential speciation mechanisms in the microplankton may be misleading. By depth-stratified sampling, we present evidence that sibling genetic types in a cosmopolitan species of marine microplankton, the planktonic foraminifer Hastigerina pelagica, are consistently separated by depth throughout their global range. Such strong separation between genetically closely related and morphologically inseparable genetic types indicates that niche partitioning in marine heterotrophic microplankton can be maintained in the vertical dimension on a global scale. These observations indicate that speciation along depth (depth-parapatric speciation) can occur in vertically structured microplankton populations, facilitating diversification without the need for spatial isolation.