Pygmy whales do not exhibit common behaviors of other whales such as breaching or displaying their flukes. In one case, a pygmy right whale was observed swimming by undulating the body from head to tail rather than swimming using movement of the tail area and flukes like other cetaceans. They are strong, fast swimmers.

Pygmy right whales, Caperea marginata, are found in temperate waters of the southern hemisphere. They are frequently sighted in Tasmania and seasonally along the coasts of South Australia, New Zealand, South Africa, the Falkland Islands, and some areas of Antarctica.