The pygmy right whale is a species of baleen whale. It may be a member of the cetotheres, a family of baleen whales which until 2012 were thought to be extinct; C. marginata has otherwise been considered the sole member of the family Neobalaenidae and is the only member of the genus Caperea. First described by John Edward Gray in 1846, it is the smallest of the baleen whales, ranging between 6 and 6.5 metres in length and 3,000 and 3,500 kilograms in mass. Despite its name, the pygmy right whale may have more in common with the gray whale and rorquals than the bowhead and right whales.

Baleen whales, also known as whalebone whales, are marine mammals of the parvorder Mysticeti in the infraorder Cetacea, which use keratinaceous baleen plates in their mouths to sieve planktonic creatures from the water. Mysticeti comprises the families Balaenidae, Balaenopteridae (rorquals), Eschrichtiidae and Cetotheriidae. There are currently 16 species of baleen whales. While cetaceans were historically thought to have descended from mesonychians, molecular evidence instead supports them as a clade of even-toed ungulates (Artiodactyla). Baleen whales split from toothed whales (Odontoceti) around 34 million years ago.