We quantified progesterone in 110 blubber samples from dolphins of known reproductive status in order to test the accuracy of a method to determine pregnancy status in wild cetaceans. The samples were collected from fishery‐bycaught delphinids of three species (Delphinus delphis, Lissodelphis borealis, and Lagenorhynchus obliquidens). We ascertained that blubber progesterone concentrations could clearly distinguish pregnant D. delphis (range 132–415 ng/g, mean 261 ng/g) from non‐pregnant mature and immature ones (range 0.92–48.2 ng/g, mean 15.2 ng/g). We found similar dramatic differences in L. borealis and L. obliquidens. These results were insensitive to various blubber sampling depths and anatomical sampling locations on the body, suggesting relative homogeneity of progesterone levels throughout the blubber. However, no trend was found in blubber progesterone concentration with fetal length, indicating that although blubber progesterone appears to distinguish pregnancy status, it is unlikely to differentiate pregnancy stage. Based on the findings presented here we suggest that this method, when coupled with projectile biopsy procedures, can be used to assess the pregnancy status of free‐ranging cetaceans and thus provide a new tool to determine pregnancy rates of wild populations.