Social group dynamics are known to impact odontocetes’ health and welfare in captivity. Social dominance and agonistic interactions that occur to establish and maintain these relationships might express themselves differently between species and groups, and could be used to monitor social changes. This is the first comparative and quantitative study of agonistic interactions and dominance relationships among three groups of captive odontocetes—Yangtze finless porpoises (YFPs; Neophocaena asiaeorientalis asiaeorientalis), East Asian finless porpoises (EAFPs; Neophocaena asiaeorientalis sunameri), and bottlenose dolphins (BDs; Tursiops truncatus)—and the first use of two methods, including the Elo-Rating Method, to assess dominance in odontocete groups. In this article, we also describe agonistic behaviours in finless porpoises (FPs) for the first time. Agonistic behaviours differed among groups, and BDs’ agonistic encounters lasted significantly longer than FPs’ (χ² = 441.77, df = 2, p < 0.0001). In the three groups, males were more frequently engaged in agonistic interactions than females (YFPs: χ² = 8.1144, df = 1, p = 0.004392; EAFPs: χ² = 6.3229, df = 1, p = 0.01192; and BDs: χ² = 4.5977, df = 1, p = 0.03201). Unlike BD females, YFP females initiated agonistic interactions more frequently than males. YFPs and BDs engaged more often in agonistic interactions when an unusual social event occurred (e.g., reunion of social groups or introduction of new animals). Finally, there was no influence of sex in the dominance hierarchy of FPs whereas BD males were dominant over females in this study. In FPs, younger individuals were found to be the highest ranked for both sexes. We recommend daily monitoring of agonistic behaviour and social dominance in captive odontocete groups using the method described herein for detecting social changes early that might develop to threaten an animal’s physical and psychological health and welfare.