This paper reviews some specific studies of cetacean life history energetics over the past 20–30 y that include one of the largest species, the baleen fin whale, Balaenoptera physalus, the medium-sized odontocete long-finned pilot whale, Globicephala melas, and one of the smallest marine odontocetes, the harbour porpoise, Phocoena phocoena. Attention is drawn to the decrease in longevity with size and the differences in biological parameters that reflect this and affect life history strategy and energy utilization. Data from the past whaling industry in Iceland for fin whales, the Faroese ‘grindedrap’ for pilot whales, and by-catches as well as some live captive studies for harbour porpoise have been used. The studies demonstrate how information can be gathered to compile energy budgets for individuals, relying on carcase measurement and analysis, dietary investigations, biochemical analyses of tissues, and general life history studies including reproduction; as well as from monitoring living animals. The individual examples presented show how food energy storage in the form of fat can be variously important in insulation in the smallest species to controlling reproductive efficiency in large migratory species. The paper concludes by noting that an understanding of energy use in the individual can be an important input in multi-species ecosystem modelling.