Fossils of Ophthalmosaurus icenicus are known from the Oxford Clay Formation (Middle Jurassic, Callovian) of the UK.  Most of the fossil material was collected from working clay pits in and around Peterborough and Bedford areas in the late 19th and early 20th century, when the clay was dug by hand prior to the mechanization of the brick-making industry. Local collectors and brothers, Charles E. and Alfred N. Leeds concentrated on collecting marine reptiles from the Peterborough pits, Charles later emigrated but Alfred amassed a huge and important collection, including several specimens of  Ophthalmosaurus, between the 1860’s and 1917. Most of the Leeds Collection of marine reptiles was donated to the Natural History Museum. Fossils of marine reptiles are still found in working clay pits although skeletons are rare because they are broken up by the large excavators used to dig the clay.

Remains of Ophthalmosaurus icenicus are also known from Oxfordshire, Dorset and Wiltshire and from Russia and France. A closely related species, Ophthalmosaurus natans, occurs in the USA (Middle Jurassic, Oxfordian) and Argentina (Middle Jurassic, Callovian).