Cognitive enrichment is gaining popularity as a tool to enhance captive animal well-being, but research on captive cetaceans is lacking. Dolphin cognition has been studied intensively since the 1950s, and several hundred bottlenose dolphins are housed in major zoos and aquaria worldwide, but most dolphin enrichment consists of simple floating objects. The aim of this study was to investigate whether a novel, underwater maze device (UMD) was cognitively enriching for one group of male and one group of female dolphins at Six Flags Discovery Kingdom, CA. The dolphin's task was to navigate a rubber ball through a maze of pipes, towards an exit pipe. We also tested a modification where an edible gelatine ball fell into the pool once the UMD was solved. The UMD was provided to each group between 8 and 11 times over a 4-week period. Male dolphins used the UMD without prior training, whereas females did not use the UMD at all. Two male dolphins solved the UMD 17 times, using a variety of problem-solving strategies. The UMD had no significant effect on circular (repetitive) swimming patterns, but males spent significantly more time underwater when the UMD was present. Males used the UMD significantly more when it contained the rubber ball, but the gelatine ball stimulated social play. The UMD is a safe and practical device for captive dolphins. It now requires further testing on other dolphins, particularly females, to in order to examine whether the sex differences we observed are a general phenomenon. Zoo Biol. 32:608–619, 2013. © 2013 Wiley Periodicals Inc.