The discovery of whale fossils from Eocene strata in the Fayum Depression has provoked interest in the life and lifestyle of early whales. Excellent outcrop exposure also affords the dataset to develop sedimentological and stratigraphic models within the Eocene strata. Previous work generally asserts that the thick, sand-rich deposits of the Fayum Depression represent shoreface and barrier island successions with fine-grained lagoonal and fluvial associations capping progradational successions. However, a complete absence of wave-generated sedimentary structures, a preponderance of thoroughly bioturbated strata and increasingly proximal sedimentary successions upwards are contrary to accepted models of the local sedimentological and stratigraphic development. This study considers data collected from two Middle to Upper Eocene successions exposed in outcrop in the Wadi El-Hitan and Qasr El-Sagha areas of the Fayum Depression to determine the depositional affinities of Fayum strata. Based on sedimentological and ichnological data, five facies associations (Facies Association 1 to Facies Association 5) are identified. The biological and sedimentological characteristics of the reported facies associations indicate that the whale-bearing sandstones (Facies Association 1) record distal positions in a large, open, quiescent marine bay that is abruptly succeeded by a bay-margin environment (Facies Association 2). Upwards, marginal-marine lagoonal and shallow-bay parasequences (Facies Association 3) are overlain by thick deltaic distributary channel deposits (Facies Association 4). The capping unit (Facies Association 5) represents a transgressive estuarine depositional environment. The general stratigraphic evolution resulted from a regional, tectonically controlled second-order cycle, associated with northward regression of the Tethys. Subordinate cycles (i.e. third-order and fourth-order cycles) are evidenced by several Glossifungites-ichnofacies demarcated discontinuities, which were emplaced at the base of flooding surfaces. The proposed depositional models recognize the importance of identifying and linking ichnological data with physical–sedimentological observations. As such – with the exception of wave-generated ravinement surfaces – earlier assertions of wave-dominated sedimentation can be discarded. Moreover, this study provides important data for the recognition of (rarely reported) completely bioturbated sand-dominated offshore to nearshore sediments (Facies Association 1) and affords excellent characterization of bioturbated inclined heterolithic stratification of deltaic deposits. Another outcome of the study is the recognition that the whales of the Fayum Depression are restricted to the highstand systems tracts, and lived under conditions of low depositional energy, low to moderate sedimentation rates, and (not surprisingly) in fully marine waters characterized by a high biomass.