Cetaceans (dolphins, whales, and porpoises) have large and anatomically sophisticated brains. To expand our understanding of the cellular makeup of cetacean brains and the similarities and divergence between the brains of cetaceans and terrestrial mammals, we report a short-finned pilot whale (Globicephala macrorhynchus) single-nucleus transcriptome atlas. To achieve this goal, we assembled a chromosome-scale reference genome spanning 2.25 Gb on 22 chromosomes and profiled the gene expression of five major anatomical cortical regions of the short-finned pilot whale by single-nucleus RNA-sequencing (snRNA-seq). We identified six major cell lineages in the cerebral cortex (excitatory neurons, inhibitory neurons, oligodendrocytes, oligodendrocyte precursor cells, astrocytes, and endothelial cells), eight molecularly distinct subclusters of excitatory neurons, and four subclusters of inhibitory neurons. Finally, a comparison of snRNA-seq data from the short-finned pilot whale, human, and rhesus macaque revealed a broadly conserved cellular makeup of brain cell types. Our study provides genomic resources and molecular insights into cetacean brain evolution.