Marine protected areas (MPAs) are used globally to protect threatened or at-risk species and ecosystems from exploitation. This report investigated how effective MPAs can be when used in the conservation of the Southern Ocean’s marine biota. The recent allocation of the Ross Sea MPA provides an opportunity to study whether the MPA adequately protects the region’s megafauna, while also preserving valuable fishery stocks of Antarctic krill and toothfish. Some MPAs have been critiqued as providing an illusion of conservation, with minimal planning leading to an MPA which fails to protect ecosystems or species in need. The Convention for the Conservation of Antarctic Marine Living Resources (CCAMLR) plays a leading role in the proposal, planning, and monitoring process of MPAs in the Southern Ocean, though their role in both conservation and fisheries management has been questioned by some. This review highlights the complexities surrounding the enforcement of fisheries laws in areas beyond national jurisdiction, such as the Southern Ocean, with these issues making the designation and effectiveness of future Southern Ocean MPAs uncertain. When combined with climate change, these issues increase the necessity for accurate analysis of species distributions and biomass of the Southern Ocean’s marine biota. Computer modelling, projections, and interdisciplinary tools, such as GIS and remote sensing, should be used to identify areas which would benefit most from the protection that an MPA provides.