Large, actively swimming suspension feeders evolved several times in Earth’s history, arising independently from groups as diverse as sharks, rays and stem teleost fishes1, and in mysticete whales2. However, animals occupying this niche have not been identified from the early Palaeozoic era. Anomalocarids, a group of stem arthropods that were the largest nektonic animals of the Cambrian and Ordovician periods, are generally thought to have been apex predators3,4,5. Here we describe new material from Tamisiocaris borealis6, an anomalocarid from the Early Cambrian (Series 2) Sirius Passet Fauna of North Greenland, and propose that its frontal appendage is specialized for suspension feeding. The appendage bears long, slender and equally spaced ventral spines furnished with dense rows of long and fine auxiliary spines. This suggests that T. borealis was a microphagous suspension feeder, using its appendages for sweep-net capture of food items down to 0.5 mm, within the size range of mesozooplankton such as copepods. Our observations demonstrate that large, nektonic suspension feeders first evolved during the Cambrian explosion, as part of an adaptive radiation of anomalocarids. The presence of nektonic suspension feeders in the Early Cambrian, together with evidence for a diverse pelagic community containing phytoplankton7,8 and mesozooplankton7,9,10, indicate the existence of a complex pelagic ecosystem11 supported by high primary productivity and nutrient flux12,13. Cambrian pelagic ecosystems seem to have been more modern than previously believed.