Scientists initially thought the squeals emitted by the creatures when offered fish treats were signals communicating the presence of food.
However, the sounds were simply cries of delight, researchers found.
In an experiment, dolphins and beluga whales were trained to switch off a sound after making a deep dive, they announced a successful mission by squealing.
It was the equivalent of a human whoop of triumph, according to US cetacean expert and author Dr Sam Ridgway.
To investigate further, Ridgway and a team of fellow scientists analysed decades of recordings of experiments involving dolphins and beluga whales, 'news.Com.Au' reported.
They wanted to see if the delay before a squeal was uttered mirrored the release of dopamine, a brain chemical that stimulates sensations of pleasure.
Dopamine release takes 100 milliseconds (ms), so if the delay between a reward promise and a squeal was longer than this amount of time it would suggest a connection.
In dolphins, the delay was 151 ms and in beluga whales 250 ms.
The findings appear in the Journal of Experimental Biology.
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