A variety of signals are employed by animals to establish, mediate and advertise social bonds. Gentle contact behaviors, such as grooming in primates, are an important class of affiliative signals that may provide direct benefits (e.g. stress reduction, parasite removal) in addition to their signal information. Unlike other kinds of signals (e.g. male displays) examples of affiliative contact behaviors restricted to one sex are rare. Here we describe a strongly sex-biased affiliative behavior ‘contact swimming’, in female bottlenose dolphins in Shark Bay, Western Australia. Females were more likely to be observed contact swimming than males and the presence of males likely influenced this behavior. This is surprising given that female relationships have been characterized as weak. Female dolphins are sometimes herded and harassed by males and contact swimming occurs most often between females in male-biased groups. Contact swimming may serve as a signal of cooperation between females. Possible direct benefits include stress reduction and assisted locomotion.