Since their divergence from the terrestrial artiodactyls, cetaceans have fully adapted to an aquatic lifestyle, which represents one of the most dramatic transformations in mammalian evolutionary history. Numerous morphological and physiological characters of cetaceans have been acquired in response to this drastic habitat transition, such as thickened blubber, echolocation, and ability to hold their breath for a long period of time. However, knowledge about the molecular basis underlying these adaptations is still limited. The sequence of the genome of Tursiops truncates provides an opportunity for a comparative genomic analyses to examine the molecular adaptation of this species. Here, we constructed 11,838 high-quality orthologous gene alignments culled from the dolphin and four other terrestrial mammalian genomes and screened for positive selection occurring in the dolphin lineage. In total, 368 (3.1%) of the genes were identified as having undergone positive selection by the branch-site model. Functional characterization of these genes showed that they are significantly enriched in the categories of lipid transport and localization, ATPase activity, sense perception of sound, and muscle contraction, areas that are potentially related to cetacean adaptations. In contrast, we did not find a similar pattern in the cow, a closely related species. We resequenced some of the positively selected sites (PSSs), within the positively selected genes, and showed that most of our identified PSSs (50/52) could be replicated. The results from this study should have important implications for our understanding of cetacean evolution and their adaptations to the aquatic environment.