The comparative study of animal personality has received great interest in recent years. Some studies have analyzed personalities in cetaceans (exclusively in dolphins), but none have analyzed the factorial structure of personality of any species in this order. Our objective was to evaluate a sample of captive killer whales (n = 24) adapting one of the most widely used models of personality in humans and nonhuman animals: the five-factor model. A total of 38 personality descriptive adjectives were rated by 55 raters (mainly trainers and curators). Principal components analysis and regularized exploratory factor analysis revealed four statistically significant factors with acceptable standards of interrater reliability and validity, accounting for 49.85% of the variance. The first factor indicated an Extraversion factor, the second one revealed a combined factor of Conscientiousness and Agreeableness, the third one yielded in a Dominance factor, and the fourth one reflected a Careful factor very close to a combination of Conscientiousness and Agreeableness factor. The results were compared with the results obtained for humans and chimpanzees in prior studies. The similarities could be explained as a result of convergent adaptive traits despite a deep evolutionary divergence, adaptation to physically dissimilar environments, and very different neuroanatomical organization.