The impact of post-divergence gene flow in speciation has been documented across a range of taxa in recent years, and may have been especially widespread in highly mobile, wide-ranging marine species, such as cetaceans. Here, we studied individual genomes from nine species across the three families of the toothed whale superfamily Delphinoidea (Delphinidae, Phocoenidae and Monodontidae). To investigate the role of post-divergence gene flow in the speciation process, we used a multifaceted approach, including (i) phylogenomics, (ii) the distribution of shared derived alleles and (iii) demographic inference. We found the divergence of lineages within Delphinoidea did not follow a process of pure bifurcation, but was much more complex. Sliding-window phylogenomics reveal a high prevalence of discordant topologies within the superfamily, with further analyses indicating these discordances arose due to both incomplete lineage sorting and gene flow. D-statistics and f-branch analyses supported gene flow between members of Delphinoidea, with the vast majority of gene flow occurring as ancient interfamilial events. Demographic analyses provided evidence that introgressive gene flow has likely ceased between all species pairs tested, despite reports of contemporary interspecific hybrids. Our study provides the first steps towards resolving the large complexity of speciation within Delphinoidea; we reveal the prevalence of ancient interfamilial gene flow events prior to the diversification of each family, and suggest that contemporary hybridisation events may be disadvantageous, as hybrid individuals do not appear to contribute to the parental species' gene pools.