Little is known about the Australian snubfin (Orcaella heinsohni) and Indo-Pacific humpback (Sousa chinensis) dolphins (‘snubfin’ and ‘humpback dolphins’, hereafter) of north-western Australia. While both species are listed as ‘near threatened’ by the IUCN, data deficiencies are impeding rigorous assessment of their conservation status across Australia. Understanding the genetic structure of populations, including levels of gene flow among populations, is important for the assessment of conservation status and the effective management of a species. Using nuclear and mitochondrial DNA markers, we assessed population genetic diversity and differentiation between snubfin dolphins from Cygnet (n = 32) and Roebuck Bays (n = 25), and humpback dolphins from the Dampier Archipelago (n = 19) and the North West Cape (n = 18). All sampling locations were separated by geographic distances >200 km. For each species, we found significant genetic differentiation between sampling locations based on 12 (for snubfin dolphins) and 13 (for humpback dolphins) microsatellite loci (FST = 0.05–0.09; P less than 0.001) and a 422 bp sequence of the mitochondrial control region (FST = 0.50–0.70; P less than 0.001). The estimated proportion of migrants in a population ranged from 0.01 (95% CI 0.00–0.06) to 0.13 (0.03–0.24). These are the first estimates of genetic diversity and differentiation for snubfin and humpback dolphins in Western Australia, providing valuable information towards the assessment of their conservation status in this rapidly developing region. Our results suggest that north-western Australian snubfin and humpback dolphins may exist as metapopulations of small, largely isolated population fragments, and should be managed accordingly. Management plans should seek to maintain effective population size and gene flow. Additionally, while interactions of a socio-sexual nature between these two species have been observed previously, here we provide strong evidence for the first documented case of hybridisation between a female snubfin dolphin and a male humpback dolphin.