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Technically, yes, killer whales belong to the family of oceanic dolphins, but no one would ever say so outside of a biology conference From Wikipedia:
"Six of the larger species in the Delphinidae, the Orca and the Pilot (long-finned and short-finned), Melon-headed, Pygmy Killer and False Killer Whales, are commonly called whales, rather than dolphins; they are also sometimes collectively known as "blackfish"."
I have never attended a biology conference.
Also from Wikipedia:
"English-speaking scientists most often use the term "killer whale", although the term "orca" is increasingly used. Killer whale advocates point out it has a long heritage. Indeed, the genus name Orcinus means "of the kingdom of the dead", or "belonging to Orcus". Ancient Romans originally applied orca (plural orcae) to these animals, possibly borrowing it from the Greek ὄρυξ, which referred (among other things) to a whale species. Since the 1960s, orca has steadily grown in popularity; both names are now used. The term orca is preferred by some to avoid the negative connotations of "killer", and because, being part of the family Delphinidae, the species is more closely related to other dolphins than to whales."