Morphological data have indicated that toothed whales form a monophyletic group. However, research published in the last several years has made the issue of the monophyly or paraphyly of toothed whales a subject of debate. Our group previously characterized three independent loci in which SINE insertions were shared among dolphins and sperm whales, thus supporting the traditional, morphologically based hypothesis of toothed whale monophyly. Although in recent years a few additional molecular works proposed this topology, there is still skepticism over this monophyly from the view point of molecular systematics. When the phylogeny of rapidly radiated taxa is examined using the SINE method, it is important to consider the ascertainment bias that arises when choosing a particular taxon for SINE loci screening. To overcome this methodological problem specific to the SINE method, we examined all possible topologies among sperm whales, dolphins and baleen whales by extensively screening SINE loci from species of all three lineages. We characterized nine independent SINE loci from the genomes of sperm whales and dolphins, all of which cluster sperm whales and dolphins but exclude baleen whales. Furthermore, we characterized ten independent loci from baleen whales, all of which were amplified in a common ancestor of these whales. From these observations, we conclude that toothed whales form a monophyletic group and that no ancestral SINE polymorphisms hinder their phylogenetic assignment despite the short divergence times of the major lineages of extant whales during evolution. These results suggest that a small population of common ancestors of all toothed whales ultimately diverged into the lineages of sperm whales and dolphins.