Delphinids produce tonal whistles shaped by vocal learning for acoustic communication. Unlike terrestrial mammals, delphinid sound production is driven by pressurized air within a complex nasal system. It is unclear how fundamental whistle contours can be maintained across a large range of hydrostatic pressures and air sac volumes. Two opposing hypotheses propose that tonal sounds arise either from tissue vibrations or through actual whistle production from vortices stabilized by resonating nasal air volumes. Here, we use a trained bottlenose dolphin whistling in air and in heliox to test these hypotheses. The fundamental frequency contours of stereotyped whistles were unaffected by the higher sound speed in heliox. Therefore, the term whistle is a functional misnomer as dolphins actually do not whistle, but form the fundamental frequency contour of their tonal calls by pneumatically induced tissue vibrations analogous to the operation of vocal folds in terrestrial mammals and the syrinx in birds. This form of tonal sound production by nasal tissue vibrations has probably evolved in delphinids to enable impedance matching to the water, and to maintain tonal signature contours across changes in hydrostatic pressures, air density and relative nasal air volumes during dives.