Although toothed whales have dentition peculiar to mammals, little attention has been paid to the periodontal tissues that support these characteristic teeth. In this study, we clarified the anatomical characteristics of the periodontal tissue in several species of Delphinidae through three‐dimensional observation using micro‐computed tomography, histological observations using decalcified sections, and immunohistochemical analysis. The results indicated that the teeth and the periodontal tissues of dolphins are morphologically unique among mammals. The alveolar bone was both crude and spongy. The lamina dura, a radiopaque line observed in the alveolar bone of common mammals, was thin in dolphins, and the teeth were attached to the trabeculae with the periodontal ligament (PDL). The alveolar sockets were massive for the size of the teeth. The PDL, a collagen fiber that fills the periodontal space, was well‐developed and peculiarly divided into two layers. The inner layer fibers radially spread out from the cementum, similar to the PDL in common mammals. However, the outer layer fibers penetrate the spongy bone in a complicated manner. The interstitial space between the inner and outer layers contained nerve fiber bundles that were thicker than those found in the PDL of other mammals. Sensory receptor‐like structures were observed at the terminal ends of the nerve fibers. These findings indicated that the dolphin PDL is more sensitive to dental stimuli than those of other mammals, suggesting that the dolphin dentition plays a functional role as a sensory receptor, similar to tactile hair.