The islands of the West Indies are home to 56 species of bats, half of which are endemic to the region. Recently, researchers have begun to characterize the echolocation calls of the bat fauna of the West Indies. However, the majority of species have not yet been characterized and no studies have been conducted on most West Indian islands, including the islands of the Bahamas. Exuma, a small island in the Bahamas, has six species of bats classified in four families (Molossidae, Natalidae, Phyllostomidae, and Vespertilionidae). We used an ultrasonic detector (Avisoft UltraSoundGate 116) to study the echolocation calls of these bats, focusing on three species whose calls have not been previously described, Erophylla sezekorni, Macrotus waterhousii, and Nyctiellus lepidus. Each of these species uses low-intensity, frequency modulated echolocation calls and exhibits intraspecific call variation both among individuals and within individual call sequences. Despite this variation, we were able to accurately classify each species using discriminant function analysis. Accuracy rates varied from 94% (M. waterhousii) to 100% (E. sezekorni, N. lepidus). We also provide a preliminary description of the echolocation calls of two additional Exuman bat species, Lasiurus borealis and Tadarida brasiliensis. The echolocation calls of L. borealis and T. brasiliensis appear similar to their mainland counterparts; however, more study is needed to characterize the calls of these two species on Exuma.