Lineages undergoing rapid radiations provide exceptional opportunities for studying speciation and adaptation, but also represent a challenge for molecular systematics because retention of ancestral polymorphisms and the occurrence of hybridization can obscure relationships among lineages. Dolphins in the subfamily Delphininae are one such case. Non-monophyly, rapid speciation events, and discordance between morphological and molecular characters have made the inference of phylogenetic relationships within this subfamily very difficult. Here we approach this problem by applying multiple methods intended to estimate species trees using a multi-gene dataset for the Delphininae (Sousa, Sotalia, Stenella, Tursiops, Delphinus and Lagenodelphis). Incongruent gene trees obtained indicate that incomplete lineage sorting and possibly hybridization are confounding the inference of species history in this group. Nonetheless, using coalescent-based methods, we have been able to extract an underlying species-tree signal from divergent histories of independent genes that supports relationships based on morphology. This is the first time a molecular study provides support for such relationships. This study further illustrates how methods of species-tree inference can be very sensitive both to the characteristics of the dataset and the evolutionary processes affecting the evolution of the group under study.