Microzooplankton are ecologically important grazers of phytoplankton and bacteria in aquatic systems. Inhabiting a three-dimensional realm, the ability of a microzooplankter to detect and respond to infochemical cues from its prey will confer a strong selective advantage. The heterotrophic dinoflagellate Oxyrrhis marina has been repeatedly used to study the effect of infochemicals on foraging success and the results from such investigations have stimulated further research on other microzooplankton. Here, we present a case study that highlights the utility of O. marina for infochemistry research and review current knowledge on its behavioural response to dissolved infochemicals. Through a series of microcapillary assays, we show that 0.1–100 µM source concentrations of the algal secondary metabolite dimethylsulphoniopropionate elicit a motile chemosensory response in O. marina. We outline some of the technical limitations in infochemistry research and provide examples where studies on O. marina resulted in recent progress, before emphasizing the role of the diffusion limited boundary layer or “phycosphere” in chemodetection. The ability of O. marina to detect prey exudates in the phycosphere effectively increases the predator–prey encounter radius and has significant implications to the outcome of encounter rate models. Finally, we introduce a new direction of research that utilizes O. marina as a model microzooplankter to elucidate the function of infochemicals in multi-trophic interactions.