Although lipophilic compounds have been the focus of numerous studies in marine mammals, their association with lipids is widely accepted, but rarely scrutinized. This pilot study aimed to investigate potential relationships between individual lipids from different lipid classes identified through a non-targeted Nuclear Magnetic Resonance (NMR) based lipidomics approach and legacy POPs in the blubber of long-finned pilot whales, sperm whales, common bottlenose dolphins, and Indo-Pacific bottlenose dolphins. Concentrations of selected POPs such as HCB and HCHs in sperm whales from Tasmania were found to differ from those in long-finned pilot whales and common bottlenose dolphins from the same location. Profiles of NMR spectra measured in blubber of sperm whales were also distinctly different compared to the pilot whales and common bottlenose dolphins. Two groups of Indo-Pacific bottlenose dolphins from South Australia that were 20 years apart showed highly comparable profiles of NMR signals despite having higher concentrations of several POP classes in the more recent group. More specific correlations were investigated between selected POPs (n = 12) and all detected NMR signals (n = 63) in all species. Outcomes were species-specific, but difficult to interpret due to the lack of available literature for marine mammals and the small sample sizes per species. Because of the key role of lipids in the bioaccumulation of POPs and in the incidence of diseases, more attention should be given to the identification and characterization of lipid species in future toxicological studies. However, future studies should focus on one marine mammal species to increase sample sizes and limit the number of confounding factors, such as diet, that can influence POP and lipid levels and profiles.