Sensory perception is the process by which an organism detects and interprets information from the external world by means of sensory receptors. Its study is of particular interest in cetaceans due their particular evolutionary history for returning from terrestrial to aquatic life. There is a strong lack of information about sensory abilities in dolphins, which has tried to be filled in the last decades. However, a stronger focus has been put on the study of auditory perception in dolphins rather than on other sensory modalities. In this study, we analyzed the response of six captive free-swimming dolphins to a magnetized device containing a neodymium block, or a demagnetized control device identical in form and density. Dolphins took more time before touching the device when it contained a magnetized neodymium block compared to an identical control demagnetized block (Wilcoxon signed-rank test: p = 0.0313, V = 0). Also, there was some tendency to touch the less often and shorter the magnet with the rostrum. No differences were observed in duration and number of contacts with other parts of the body neither in the time spent near the device. Bottlenose dolphins may be able to perceive a magnetic field. This reception might be made with the anterior part of their body, particularly with their hairless vibrissal crypts in their rostrum. Even though the limit of the magnetic perception remains unknown for the species, this study shows with non-invasive behavioral evidence that bottlenose dolphins do have a magnetic perception.