Assessing the behavioural patterns of animals is an increasingly important field in conservation biology, as it may assist in the prediction of how animals respond to rapid changes in the environment. Comparing the behavioural patterns of sympatric species can also give insights into the mechanisms that allow similar species to coexist. We undertook dolphin group follows in order to quantify the behavioural patterns of the sympatric Chilean and Peale's dolphins in southern Chile. Markov chains showed that these species differed significantly in time allocated to each of the five different behavioural states, but travelling was the most frequent behavioural state observed for both species. Six (out of 25) behavioural transitions were found to be different between species. In addition, group size and group dispersion were highly associated with specific behavioural states. Larger groups were more likely to socialize, while small groups were more likely to rest. For both species resting was mostly observed in tight groups, while foraging/feeding and travelling were related to intermediate group dispersion. Socializing differed between species, occurring in tight groups for Peale's dolphins and dispersed groups for Chilean dolphins. Overall, there were significant differences in behavioural patterns between the two species. These dissimilarities may represent evidence of different strategies (i.e. habitat use patterns and foraging) these two species employ which allow them to coexist. The information generated in this study will contribute to the development of better predictive models on how animals may respond to a changing environment and to the potential effects of human induced activities.