The evolutionary relationships among members of the cetacean family Delphinidae, the dolphins, pilot whales and killer whales, are still not well understood. The genus Sotalia (coastal and riverine South American dolphins) is currently considered a member of the Stenoninae subfamily, along with the genera Steno (rough toothed dolphin) and Sousa (humpbacked dolphin). In recent years, a revision of this classification was proposed based on phylogenetic analysis of the mitochondrial gene cytochrome b, wherein Sousa was included in the Delphininae subfamily, keeping only Steno and Sotalia as members of the Stenoninae subfamily. Here we investigate the phylogenetic placement of Sotalia using two mitochondrial genes, six autosomal introns and four Y chromosome introns, providing a total of 5,196 base pairs (bp) for each taxon in the combined dataset. Sequences from these genomic regions were obtained for 17 delphinid species, including at least one species from each of five or six currently recognized subfamilies plus five odontocete outgroup species. Maximum Parsimony, Maximum Likelihood and Bayesian phylogenetic analysis of independent (each fragment) and combined datasets (mtDNA, nuDNA or mtDNA+nuDNA) showed that Sotalia and Sousa fall within a clade containing other members of Delphininae, exclusive of Steno. Sousa was resolved as the sister taxon to Sotalia according to analysis of the nuDNA dataset but not analysis of the mtDNA or combined mtDNA+nuDNA datasets. Based on the results from our multi-locus analysis, we offer several novel changes to the classification of Delphinidae, some of which are supported by previous morphological and molecular studies.