Cetaceans have undergone profound sensory adaptations in response to their aquatic environment during evolution. These adaptations are characterised by anatomo-functional changes in the classically defined sensory systems, shaping their neuroanatomy accordingly. This review offers a concise and up-to-date overview of our current understanding of the neuroanatomy associated with cetacean sensory systems. It encompasses a wide spectrum, ranging from the peripheral sensory cells responsible for detecting environmental cues, to the intricate structures within the central nervous system that process and interpret sensory information. Despite considerable progress in this field, numerous knowledge gaps persist, impeding a comprehensive and integrated understanding of their sensory adaptations, and through them, of their sensory perspective. By synthesising recent advances in neuroanatomical research, this review aims to shed light on the intricate sensory alterations that differentiate cetaceans from other mammals and allow them to thrive in the marine environment. Furthermore, it highlights pertinent knowledge gaps and invites future investigations to deepen our understanding of the complex processes in cetacean sensory ecology and anatomy, physiology and pathology in the scope of conservation biology.