Animal behaviour can provide valuable information for wildlife management and conservation. Studying the detailed behaviour of marine mammals involves challenges not faced by most animal behaviour researchers due to the size, mobility and lack of continuous visibility of these animals. We describe several methods developed by marine mammal scientists to study behaviour, primarily of cetaceans, focusing on technological advances: unmanned aerial systems (UAS), satellite-linked telemetry, passive acoustics and multisensor high-resolution acoustic recording tags. We then go on to explain how the data collected by these methods have contributed to and informed conservation actions. We focus on examples including: satellite data informing the interactions between cetaceans and offshore oil and gas development; passive acoustics used to track distributions of several species of cetaceans, including their movements near shipping lanes; and high-resolution acoustic recording tags used to document responses of cetaceans to anthropogenic activities. Finally, we discuss recent efforts to link animal behaviour to individual fitness and, particularly for behavioural disturbances, to population-level consequences, which can be helpful for informing conservation efforts. The infusion of technological advancements into studies of cetacean behaviour combined with emerging analytical techniques brings us to the next 20+ years of studying these animals. These developments will improve our capabilities in areas such as testing whether their behaviour adheres to traditional behavioural theory, and will certainly assist the guiding of conservation efforts.