In this work, a suite of diagnostic biomarkers was applied to seven cetacean species to evaluate the role of the feeding habits and migratory behavior in the toxicological status of these species from the Gulf of California, Mexico. We investigate the interspecific differences in cytochrome P450 1A1 and 2B (CYP1A1 and CYP2B, respectively), aryl hydrocarbon receptor and E2F transcription factor 1 and the contaminants levels [organochlorine compounds, polybrominated diphenyl ethers (PBDEs) and polycyclic aromatic hydrocarbons (PAHs)] in four odontocete species (common bottlenose dolphin, long-beaked common dolphin, sperm whale and killer whale) and three mysticete species (blue whale, fin whale, and Bryde’s whale) using skin biopsy. Differences in contaminant levels and molecular biomarker responses between the odontocete and mysticete species have been pointed out. The canonical discriminant analysis on principal component analysis factors, performed to reveal clustering variables, shows that odontocete are characterised by the highest levels of lipophilic contaminants compared to the mysticete, with the highest levels of polychlorinated biphenyls, dichlorodiphenyltrichloroethanes and PBDEs detected in killer whale and the lowest levels in Bryde’s whale. The biomarker data show interspecific differences amongst the seven species, revealing highest CYP1A and CYP2B protein levels in the mysticete fish-eating species (Bryde’s whale). In conclusion, three main factors seem to regulate the biomarker responses in these species: (a) the inductive ability of persistent organic pollutants and PAHs; (b) the different evolutionary process of the two CYPs related to the different feeding habits of the species; (c) the migratory/resident behaviour of the mysticete species in this area.