Reconstructing the evolution of baleen whales (Mysticeti) has been problematic because morphological and genetic analyses have produced different scenarios. This might be caused by genomic admixture that may have taken place among some rorquals. We present the genomes of six whales, including the blue whale (Balaenoptera musculus), to reconstruct a species tree of baleen whales and to identify phylogenetic conflicts. Evolutionary multilocus analyses of 34,192 genome fragments reveal a fast radiation of rorquals at 10.5 to 7.5 million years ago coinciding with oceanic circulation shifts. The evolutionarily enigmatic gray whale (Eschrichtius robustus) is placed among rorquals, and the blue whale genome shows a high degree of heterozygosity. The nearly equal frequency of conflicting gene trees suggests that speciation of rorqual evolution occurred under gene flow, which is best depicted by evolutionary networks. Especially in marine environments, sympatric speciation might be common; our results raise questions about how genetic divergence can be established.