The pygmy killer whale, Feresa attenuata Gray, 1874 can be found worldwide in deep tropical and warm temperate waters remaining one of the least known species of small cetacean. In the tropical and temperate Atlantic, F. attenuata has been recorded from south-east United States, Veracruz, Mexico, the Bay of Biscay, Sénégal, the British Virgin Islands, Guadeloupe, Puerto Rico, and Venezuela. A stranding record for Argentina may be considered a vagrant. In Brazil, only two confirmed stranding records are published and sightings are rare. We here report on two early confirmed sightings of pygmy killer whales, Feresa attenuata off the Brazilian coast previous to the report of Rossi-Santos et al. (2006). Pygmy killer whales could use the edge of the continental shelf occasionally for resting or feeding, such as several other pelagic species do frequently. In conclusion, F. attenuata is known to occur off the Brazilian coast, in deep tropical waters, and may visit the continental slope occasionally for feeding and resting.