Background: The identification of temporal thresholds or shifts in animal movement informs ecologists of changes in an animal’s behaviour, which contributes to an understanding of species’ responses in different environments. In African savannas, rainfall, temperature and primary productivity influence the movements of large herbivores and drive changes at different scales. Here, we developed a novel approach to define seasonal shifts in movement behaviour by examining the movements of a highly mobile herbivore (elephant; Loxodonta africana), in relation to local and regional rainfall patterns. Methodology/Principal Findings: We used speed to determine movement changes of between 8 and 14 GPS-collared elephant cows, grouped into five spatial clusters, in Kruger National Park, South Africa. To detect broad-scale patterns of movement, we ran a three-year daily time-series model for each individual (2007–2009). Piecewise regression models provided the best fit for elephant movement, which exhibited a segmented, waveform pattern over time. Major breakpoints in speed occurred at the end of the dry and wet seasons of each year. During the dry season, female elephant are constrained by limited forage and thus the distances they cover are shorter and less variable. Despite the inter-annual variability of rainfall, speed breakpoints were strongly correlated with both local and regional rainfall breakpoints across all three years. Thus, at a multi-year scale, rainfall patterns significantly affect the movements of elephant. The variability of both speed and rainfall breakpoints across different years highlights the need for an objective definition of seasonal boundaries.