The sharks, mostly adult females, dived to an average depth of 35 metres (114 feet) in winter when deeper water was colder and 60 metres in spring when temperatures warmed up.
In summer, when the warmer layer of surface water expanded, the sharks tended to move in a broader range of depths.
The authors said that because sharks were cold-blooded, they may prefer warmer waters to conserve energy.
The research, published in the science journal PLOS ONE, also found that the time of day could affect how deeply sharks dive.
"We were surprised to see sharks going progressively deeper during the morning and the exact inverse pattern in the afternoon, gradually rising towards the surface," Vianna said.
"This matches how light changes on the reef during the day. To our knowledge, this is the first time such patterns have been observed in detail for reef sharks."
Vianna said the research had conservation implications with their diving behaviour potentially helping prevent sharks being inadvertently caught by fisherman at different times of the day.