Molecular assays of sex determination typically rely on qualitative evaluation of sex-linked markers, which can lead to uncertainty when results contradict morphological identifiers of sex. To investigate whether disagreement between phenotypic and genotypic assays of sex could be underpinned by variation in sex chromosome copy number, we developed a quantitative genetic method to determine sex that is broadly applicable to mammals with XY sex determination. We sequenced a region of the zinc-finger gene ZF, which has fixed genetic differences between the X and Y chromosomes, and screened 173 cetacean specimens for ZFX–ZFY haplotype identity and read depth. Using a subset of 90 male specimens, we demonstrate that haplotype read depth is an accurate estimator of chromosome copy number. We identified three specimens representing two different cetacean species that had external female morphological traits, Y chromosome haplotypes, and ratios of ZFX:ZFY haplotypes that were above the 1:1 value expected for genetic males. These results provide the first evidence of XXY aneuploidy in cetaceans. Investigation of the reproductive tract of one specimen, a True's beaked whale (Mesoplodon mirus), revealed an intersex phenotype; despite having external characteristics typically diagnostic for the female sex, a penis and testes were present. Our results suggest that intersex phenotypes may be associated with XXY aneuploidy, and that this phenomenon may be underestimated due to it not being detectable by qualitative assays for determining sex.