Empirical assessment of cetacean welfare to inform stranding interventions is lacking. Here, potential welfare indicators are described for two stranded pygmy killer whales (Feresa attenuata), along with euthanasia procedures and pathology of potential relevance. The animals were filmed for 3.5 and 1.5 hr, respectively, allowing assessment of 19 indicators, including animal behaviors and human interventions. Eight interventions and 19 animal behaviors were identified; 17 and 11 behaviors were displayed by animal 1 and 2, respectively. Examination of ballistics euthanasia revealed atypical projectile placement and characterized animal behavioral responses, but welfare implications could not be assessed as insensibility was not verified in‐field. Pulmonary edema and renal degeneration were documented in both animals; differential etiologies include ischemia–reperfusion, shock, and/or myopathy. Potential relationships among histopathology and welfare indicators are explored to infer affective experiences. For example, simultaneous head‐lifting with respiration increased over time which, alongside pulmonary edema, suggests these animals experienced breathlessness. Other likely affective states include fatigue and discomfort; there are insufficient data to estimate the intensity or duration of these experiences or to provide an overall welfare grade/score. Further data are required to validate the proposed welfare indicators and to progress development of holistic approaches to welfare assessment at cetacean strandings.