Influenza A virus (IAV) has a wide range of avian and mammalian hosts, leading to disease outbreaks and increasing the risk of panzootics and pandemics. Subtype H5N1 of clade 2.3.4.4b is causing the current high pathogenicity avian influenza (HPAI) panzootic. Environmental changes are fuelling the spread of HPAI H5N1 in wildlife worldwide, with occasional spillover events from seabirds to cetaceans. Sampling difficulties and limited tests available for diagnosis are a challenge to cetacean virology research. Understanding the risk of HPAI outbreaks in cetaceans requires a comprehensive examination of events of IAV infection. Documented cases relate to IAV subtypes H1N3, H13N2, H13N9, and H5N1 and have been reported in cetaceans sampled in the Pacific, Atlantic, and Arctic Oceans. The number of H5N1 IAV isolated from cetaceans is increasing and affects six host species of the families Delphinidae and Phocoenidae of the suborder Odontoceti. The analysis of 40 molecular markers of viral adaptation to mammals in 21 H5N1 cetacean isolates reveals mutations are present in three viral proteins: hemagglutinin (HA), polymerase basic protein 2 (PB2), and nucleoprotein (NP). Phylogenetic analysis of HA and PB2 sequences isolated from cetaceans and co-occurring cases in seabirds and marine mammals do not support sustained transmission of the virus between cetaceans. IAV H5N1 appears to be reaching cetaceans after spillover from seabirds and other marine mammals. Increasing worldwide surveillance of IAV infection of cetaceans is crucial, as these marine mammals are sentinel species for human pandemic preparedness and key species for marine biodiversity conservation and ecosystem health.