Cetaceans are mammals that have evolved to live in the ocean, and include dolphins and whales. Dolphins live in the waters around LHI, and the most commonly encountered species is the Bottlenose Dolphin Tursiops truncatus. Noted for their playfulness, Bottlenose Dolphins are most often seen from boats outside the lagoon, where they sometimes swim alongside the bow of the boat, occasionally leaping gracefully from the water. Sometimes these dolphins enter the lagoon and are seen from the shore. Other dolphin species including the Common Dolphin Delphinus delphis, are occasionally spotted at sea. 

Whales are another group of marine mammals recorded around LHI. Anecdotal evidence points to more regular sightings of whales near the Island in past decades when whale populations were greater before commercial whaling decimated their populations. Following the moratorium on killing Humpback Whales and the gradual increase in their populations, sightings of Humpback Whales Megaptera novaeangliae, are becoming more frequent at LHI, particularly in June and again in October and November as they pass on migratory tracks between Antarctic waters and northern breeding grounds in the Coral Sea. Sperm Whales Physeter macrocephalus, Pilot Whales Globicephala sp., and Blainville's beaked-whales Mesoplodon densirostris have also been recorded around LHI.