April to October has the highest sighting rates — pilot whales, common and bottlenose dolphins year-round, sperm whales in summer, blue and fin whales May–June. Operators report 80 %+ success rates in summer. Cold-month trips still see dolphins reliably but fewer large whales.
Madeira sits in deep water (3,000 m+) within sight of shore, which means cetaceans come close to the coast and boat trips don't have to travel far. Several operators leave from Funchal's marina and from Calheta, with 2–3 hour catamaran trips that include hydrophones.
Summer is peak season for variety — sperm whales pass through, and Bryde's whales appear inshore. The big rorquals (blue, fin) are spring/early summer specials timed with their northbound migration.
Boats stop a respectful distance from animals; close approaches by jet-ski or kayak are banned. Pick an operator licensed by the regional government.