Understanding concealment behaviour of marine animals is vital for population surveys and captive-release programmes. The commercially valuable sea cucumber Holothuria scabra Jaeger 1833 (Holothuroidea) can display a diel burying cycle, but is it widely predictable? Circadian burying of captive H. scabra juveniles, and both juveniles and adults in the wild, was examined in New Caledonia. Groups of ten cultured juveniles in mesh chambers in a tank were monitored for 24 h. Small juveniles (1–5 g) displayed an expected diel cycle of epibenthic foraging in the afternoon and night then burial in sediments in the morning. Burial was related significantly to both light and temperature in combination. Similar groups of juveniles were handled once or three times a day for 1 week then frequency of emergence during another week was compared to unhandled controls. Handling stress, whether occasional or frequent, significantly suppressed the frequency of their afternoon emergence from sediments for 4 days. In a coastal seagrass bed, burial and emergence of H. scabra were monitored during days of opposing tidal cycles in three seasons. Adults seldom buried during the day except in the cool season. At that site, most small hatchery-produced H. scabra juveniles were buried during most of the day, while larger juveniles showed little diurnal burying. This study underscores that the circadian behaviours of marine animals can exhibit substantial spatial variation, may be absent at certain sites or seasons, and can be mediated by a complexity of factors that vary over short timescales.