Oceanographic processes play a significant role in shaping the genetic structure of marine populations, but it is less clear whether they affect genetic differentiation of highly mobile vertebrates. We used microsatellite markers and mtDNA control region sequences to investigate the spatial genetic structure of short-beaked common dolphins (Delphinus delphis) in southeastern Australia, a region characterised by complex oceanographic conditions associated with the East Australian Current (EAC). A total of 115 biopsy samples of dolphins were collected from six localities spanning approximately 1,000 km of the New South Wales (NSW) coastline. We found evidence for contrasting genetic diversity and fine-scale genetic structure, characterised by three genetically differentiated populations with varying levels of admixture. Spatial genetic structure was not explained by a model of isolation by distance, instead it coincides with main patterns of oceanographic variation along the EAC. We propose that common dolphins along the EAC may be adapted to three water masses recently characterised in this region.